Admissibility conditions for a class of quadrature formulas with random nodes |
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Authors: | B L Granovskii |
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Institution: | 1. Leningrad Structural Engineering Institute, USSR
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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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