On the optimization of approximate integration by Monte Carlo methods
We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability.
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| Date: | 1997 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5020 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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