Trapezoidal and Simpson’s methods with a random design

Kaeshammer Thibaud, Paroissin Christian () and Urmeneta Herna ()
Additional contact information
Kaeshammer Thibaud: CNRS, Laboratoire de Mathématiques et de leurs applications de Pau fédération IPRA, UMR 5142, Université de Pau et des pays de l’Adour, 64000 Pau, France
Paroissin Christian: CNRS, Laboratoire de Mathématiques et de leurs applications de Pau fédération IPRA, UMR 5142, Université de Pau et des pays de l’Adour, 64000 Pau, France
Urmeneta Herna: Departamento de Estadística, Informática y matemáticas, Universidad Pública de Navarra, Campus Arrosadía, 31006 Pamplona, Spain

Monte Carlo Methods and Applications, 2024, vol. 30, issue 4, 397-411

Abstract: The aim of the present paper is first to propose a state-of-art of this domain. Second, some convergence results are established in the case of the Dirichlet distribution. This distribution has the advantage to include both the uniform case and the deterministic one. In a first part, the Dirichlet distribution is defined and some properties are supplied. In a second part, new results are established in connexion with former theorems.

Keywords: Numerical analysis; integration; Dirichlet distribution; stochastic approximation; Monte Carlo methods (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/mcma-2024-2019 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:30:y:2024:i:4:p:397-411:n:1006

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/mcma/html

DOI: 10.1515/mcma-2024-2019

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().