Infinite-Dimensional Monte Carlo Integration

Gogi Pantsulaia ()
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Gogi Pantsulaia: Georgian Technical University, Department of Mathematics

Chapter Chapter 2 in Applications of Measure Theory to Statistics, 2016, pp 19-46 from Springer

Abstract: Abstract By using the main properties of uniformly distributed sequences of increasing finite sets in infinite-dimensional rectangles in $$R^{\infty }$$ R ∞ described in [P2], an infinite-dimensional Monte Carlo integrationMonte-Carlo integration is elaborated and the validity of some new strong law type theorems are obtained in this chapter.

Keywords: Uniform Distribution Modulo; Limit Random Variables; Monte Carlo Algorithm; Tikhonov Topology; Infinite-dimensional Integration (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-45578-5_2

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DOI: 10.1007/978-3-319-45578-5_2

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