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A Monte Carlo Method for High Dimensional Integration.
Numerische Mathematik, Tome 55 (1987) no. 4, pp. 137-158.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : crude Monte Carlo method, numerical integration, high dimensional functions, Metropolis Monte Carlo algorithm, numerical experiments, numerical example, high dimensional integration, FORTRAN program 
@article{NUMA_1987__55_4_133348,
     author = {Yosihiko Ogata},
     title = {A {Monte} {Carlo} {Method} for {High} {Dimensional} {Integration.}},
     journal = {Numerische Mathematik},
     pages = {137--158},
     publisher = {mathdoc},
     volume = {55},
     number = {4},
     year = {1987},
     zbl = {0669.65011},
     url = {http://geodesic.mathdoc.fr/item/NUMA_1987__55_4_133348/}
}
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Yosihiko Ogata. A Monte Carlo Method for High Dimensional Integration.. Numerische Mathematik, Tome 55 (1987) no. 4, pp. 137-158. http://geodesic.mathdoc.fr/item/NUMA_1987__55_4_133348/