| Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes |
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| 作者姓名： | GAO Wenhu YE Peixin WANG Hui |
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| 作者单位： | 1. College of Mathematics and System Sciences, Xinjiang University,Urumqi 830046,China； 2. School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071,China； 3. Department of Mathematics, Ily Teachers’ College, Yining 835000, China； 4. College of Science, Hehai University, Nanjing 210098, China |
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| 摘 要： | We study the restricted Monte Carlo integration error for anisotropic Sobolev classes. Results prove that with O(log2 n) random bits we have the optimal order for the n-th minimal Monte Carlo integration error with arbitrary random numbers.
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| 关 键 词： | Monte Carlo integration random bits anisotropic Sobolev classes. |
Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes |
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| GAO Wenhu,YE Peixin,WANG Hui.Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes[J].Progress in Natural Science,2006,16(6):588-593. |
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| Authors: | GAO Wenhua YE Peixin WANG Hui |
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| Abstract: | We study the restricted Monte Carlo integration error for anisotropic Sobolev classes. Results prove that with O(log2 n) random bits we have the optimal order for the n-th minimal Monte Carlo integration error with arbitrary random numbers. |
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| Keywords: | Monte Carlo integration random bits anisotropic Sobolev classes |
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