THE FUNCTIONAL CONVERGENCE OF THE LIMITS AND MODELS IN THE MONTE-CARLO METHOD

被引：0

作者：

VOYTISHEK, AV

PRIGARIN, SM

机构：

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1992年 / 32卷 / 10期

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D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Some applications of the theory of weak convergence of sequences of random functions in numerical stochastic modelling are considered (the approximate modelling of random fields, proof of the method of dependent tests for a multidimensional parameter, and the convergence of a local estimate of the solution of an integral equation of the second kind).

引用

页码：1471 / 1479

页数：9

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