An inequality to the Monte-Carlo method
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 224-226
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An inequality is obtained that estimates the rate of convergence of the Monte-Carlo method in a problem of minimizing a functional.
@article{TVP_1974_19_1_a25,
author = {V. N. Fetisov},
title = {An inequality to the {Monte-Carlo} method},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {224--226},
publisher = {mathdoc},
volume = {19},
number = {1},
year = {1974},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a25/}
}
V. N. Fetisov. An inequality to the Monte-Carlo method. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 224-226. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a25/