Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 12, pp. 2159-2165
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D. I. Asotskii; E. E. Myshetskaya; I. M. Sobol'. The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 12, pp. 2159-2165. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_12_a4/
@article{ZVMMF_2006_46_12_a4,
author = {D. I. Asotskii and E. E. Myshetskaya and I. M. Sobol'},
title = {The average dimension of a~multidimensional function for {quasi-Monte} {Carlo} estimates of an integral},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {2159--2165},
year = {2006},
volume = {46},
number = {12},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_12_a4/}
}
TY - JOUR
AU - D. I. Asotskii
AU - E. E. Myshetskaya
AU - I. M. Sobol'
TI - The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY - 2006
SP - 2159
EP - 2165
VL - 46
IS - 12
UR - http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_12_a4/
LA - ru
ID - ZVMMF_2006_46_12_a4
ER -
%0 Journal Article
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%A E. E. Myshetskaya
%A I. M. Sobol'
%T The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2006
%P 2159-2165
%V 46
%N 12
%U http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_12_a4/
%G ru
%F ZVMMF_2006_46_12_a4
The effective dimension of a multidimensional function was previously introduced to measure the complexity of the function with respect to the evaluation of an integral by quasi-Monte Carlo methods. For the same goal, the concept of the average dimension is introduced, which, in contrast to the effective dimension, is independent of an arbitrary confidence level.
