Geodesic
Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 4, pp. 627-634 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_1998_38_4_a10,
     author = {S. A. Egishyants and E. I. Ostrovskii},
     title = {Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {627--634},
     year = {1998},
     volume = {38},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_4_a10/}
}
TY  - JOUR
AU  - S. A. Egishyants
AU  - E. I. Ostrovskii
TI  - Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1998
SP  - 627
EP  - 634
VL  - 38
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_4_a10/
LA  - ru
ID  - ZVMMF_1998_38_4_a10
ER  - 
%0 Journal Article
%A S. A. Egishyants
%A E. I. Ostrovskii
%T Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1998
%P 627-634
%V 38
%N 4
%U http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_4_a10/
%G ru
%F ZVMMF_1998_38_4_a10
S. A. Egishyants; E. I. Ostrovskii. Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 4, pp. 627-634. http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_4_a10/

[1] Sobol I. M., Chislennye metody Monte-Karlo, Nauka, M., 1973

[2] Ermakov S. M., Metod Monte-Karlo i smezhnye voprosy, Nauka, M., 1971 | Zbl

[3] Frolov A. S., Chentsov N. N., “O vychislenii metodom Monte-Karlo opredelennykh integralov, zavisyaschikh ot parametra”, Zh. vychisl. matem. i matem. fiz., 2:4 (1962), 714–717 | Zbl

[4] Voitishek A. V., Prigarin S. M., “O funktsionalnoi skhodimosti otsenok i modelei v metode Monte-Karlo”, Zh. vychisl. matem. i matem. fiz., 32:10 (1992), 1641–1651 | MR

[5] Dmitrovskii V. A., Ostrovskii E. I., “Otsenka pogreshnosti metoda zavisimykh ispytanii”, Zh. vychisl. matem. i matem. fiz., 18:5 (1978), 1312–1316 | MR

[6] Ostrovskii E. I., Androsenko P. A., “Statistika parametrov ustoichivogo protsessa i ee primenenie v avtomaticheskoi otsenke tochnosti metoda Monte-Karlo v sluchae neogranichennoi dispersii”, Materialy Vses. simpoziuma po statistike sluchainykh protsessov (Kiev, 1973), 147–148

[7] von Bahr B., Esseen C.-G., “Inequalities for the $r$-th absolute moment of a sum of random variables ($1\le r\le2$)”, Ann. Math. Statist., 39 (1965), 279–303

[8] Bobrov P. B., Ostrovskii E. M., “Tochnaya asimptotika raspredeleniya dvukratnogo stokhasticheskogo integrala”, Tr. kaf. prikl. matem. obninskogo instituta atomnoi energetiki “Veroyatnostnye metody v zadachakh nadezhnosti YaEU” (Obninsk, 1991), 63–70

[9] Molchanov S. A., Ostrovskii E. I., “Simmetricheskie ustoichivye protsessy, kak sledy nevyrozhdennykh diffuzionnykh protsessov”, Teoriya veroyatnostei i ee primenenie, 14:1 (1969), 127–130 | Zbl

[10] Borovkov A. A., Kurs teorii veroyatnostei, Nauka, M., 1972

[11] Petrov V. V., Summy nezavisimykh sluchainykh velichin, Nauka, M., 1972

[12] Fortet R., Mourier E., “Les fonctions aléatoires comme éléments aléatoires dans les espace de Banach”, Studia math., 15 (1955), 171–183 | MR

[13] Gikhman I. I., Skorokhod A. V., Teoriya sluchainykh protsessov, v. 1, Nauka, M., 1971

[14] Davydov Yu. A., Lifshits M. A., Smorodina N. V., Lokalnye svoistva raspredelenii stokhasticheskikh funktsionalov, Nauka, M., 1995

[15] Ermakov S. V., Ostrovskii E. I., Usloviya nepreryvnosti, eksponentsialnye otsenki i tsentralnaya predelnaya teorema dlya sluchainykh polei, Dep. v VINITI No 3752-V86