Title :
Restricted Monte Carlo Integration on Some Multivariate Functions
Author :
Ye, Peixin ; He, Qing
Author_Institution :
Sch. of Math. Sci., Nankai Univ., Tianjin
Abstract :
We study restricted Monte Carlo integration for anisotropic Holder-Nikolskii classes. The results show that with c ldr log2 n random bits we have the same optimal order for the n-th minimal Monte Carlo integration error as with arbitrary random numbers.
Keywords :
Monte Carlo methods; integration; number theory; random processes; Monte Carlo integration; anisotropic Holder-Nikolskii classes; arbitrary random numbers; multivariate functions; Anisotropic magnetoresistance; Application software; Computer science; Convergence; Helium; Information processing; Laboratories; Mathematics; Monte Carlo methods; Software engineering;
Conference_Titel :
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location :
Wuhan, Hubei
Print_ISBN :
978-0-7695-3336-0
DOI :
10.1109/CSSE.2008.570
