On asymptotic behaviour of modelling time in the importance sampling method
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| 024 | 7 | 0 | |a 10.1515/156939603322587489 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939603322587489 | ||
| 100 | 1 | |a V.V. |D Shvets |u Pirogova 2, 630090 Novosibirsk, Russia | |
| 245 | 1 | 0 | |a On asymptotic behaviour of modelling time in the importance sampling method |h [Elektronische Daten] |c [Shvets V.V.] |
| 520 | 3 | |a We deal with evaluation of an integral with the positive integrand g(v) : V → R (here is a bounded domain) by standard Monte Carlo method with density p(v), proportional to the Strang-Fix approximation of function g(v), built on the uniform grid with step h in domain V . We consider the mean value of time required for modelling sampling value of random variable with respect to the density p(v) and investigate its asymptotic behaviour as h → 0. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 773 | 0 | |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/1(2003-01-01), 77-85 |x 0929-9629 |q 9:1<77 |1 2003 |2 9 |o mcma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939603322587489 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939603322587489 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a V.V |D Shvets |u Pirogova 2, 630090 Novosibirsk, Russia | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 9/1(2003-01-01), 77-85 |x 0929-9629 |q 9:1<77 |1 2003 |2 9 |o mcma | ||
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| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||