2017
Том 69
№ 9

All Issues

On the optimization of approximate integration by Monte Carlo methods

Babenko V. F.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 49 (1997), no. 4, pp 523-528.

Citation Example: Babenko V. F. On the optimization of approximate integration by Monte Carlo methods // Ukr. Mat. Zh. - 1997. - 49, № 4. - pp. 475–480.

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