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International Conference on Natural Computation (ICNC)

Monte Carlo integration with small random bits

Sheng Zhang, Peixin Ye, Jingfan Long

Published Aug 1, 2010• 0 citations
Publisher

Abstract

Motivated by the recent progress on quantum integration, we study restricted Monte Carlo integration for anisotropic Hölder-Nikolskii classes. The results show that with c · log2n random bits we have the same optimal order for the n-th minimal Monte Carlo integration error as with arbitrary random numbers.
DOI
10.1109/icnc.2010.5583957

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