Monte Carlo Methods and the Koksma-Hlawka Inequality
The solution of a wide class of applied problems can be represented as an integral over the trajectories of a random process. The process is usually modeled with the Monte Carlo method and the integral is estimated as the average value of a certain function on the trajectories of this process. Solvi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/8/725 |