Mixed Numerical/Monte-Carlo Integration

This paper presents a new method of numerical integration combining properties of classical numerical methods and stochastics ones. It discusses an estimator of the numerical value of a one-dimensional integral which is exact for polynomials of a certain degree and which is unbiased under repeated use.


Publié dans:
Bulletin de l'IIS, Livraison 2
Année
1993
Mots-clefs:
Laboratoires:




 Notice créée le 2006-04-04, modifiée le 2019-12-05


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