Article
Tractability of Monte Carlo Integration in Hermite Spaces
Authors
Abstract
We consider multivariate integration in the randomized setting. The function spaces which we study are defined on Rs with respect to the Gauss- ian measure and the functions are characterized by the decay of their Hermite coefficients. We study tractability of Monte Carlo integration and give necessary and sufficient conditions to achieve tractability.
Keywords
Monte Carlo integration, Tractability, Hermite space.
Citation
Irrgeher, C. (2015). Tractability of monte carlo integration in hermite spaces. Uniform Distribution Theory, 10(2), 11–20.
C. Irrgeher, “Tractability of monte carlo integration in hermite spaces,” Uniform Distribution Theory, vol. 10, no. 2, pp. 11–20, 2015.
Irrgeher C. Tractability of monte carlo integration in hermite spaces. Uniform Distribution Theory. 2015;10(2):11–20.
Irrgeher, C. (2015), ‘Tractability of monte carlo integration in hermite spaces’, Uniform Distribution Theory, 10(2), pp. 11–20.
Irrgeher, Christian. “Tractability of Monte Carlo Integration in Hermite Spaces.” Uniform Distribution Theory, vol. 10, no. 2, 2015, pp. 11–20.
Irrgeher, Christian. “Tractability of Monte Carlo Integration in Hermite Spaces.” Uniform Distribution Theory 10, no. 2 (2015): 11–20.
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Published by: Engineering Journals
