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Restricted Monte Carlo Integration on Some Multivariate Functions

Peixin Ye, Qing He

Published Jan 1, 2008• 0 citations
Publisher

Abstract

We study restricted Monte Carlo integration for anisotropic Holder-Nikolskii classes. The results show that with c ldr 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/csse.2008.570

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