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Licensed Unlicensed Requires Authentication Published by De Gruyter September 1, 2015

Reliability and accuracy in the space Lp(T) for the calculation of integrals depending on a parameter by the Monte Carlo method

Yuriy V. Kozachenko and Yuriy Y. Mlavets

Abstract

This paper is devoted to the estimation of the accuracy and reliability (in Lp(T) metrics) for the calculation of improper integrals depending on a parameter t using the Monte Carlo method. For this estimates we use the theory of 𝐅ψ(Ω) spaces.

MSC: 65C05; 60G07
Received: 2015-3-2
Accepted: 2015-8-12
Published Online: 2015-9-1
Published in Print: 2015-9-1

© 2015 by De Gruyter