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Admissibility conditions for a class of quadrature formulas with random nodes
Authors:B L Granovskii
Institution:1. Leningrad Structural Engineering Institute, USSR
Abstract:The present note is concerned with the theory of the Monte Carlo method. We consider the problem of the admissibility of quadrature formulas with random nodes. Based on the formulation of an admissibility condition we obtain a new class of such formulas.
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