On the optimization of approximate integration by Monte Carlo methods
Abstract
We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability.
English version (Springer): Ukrainian Mathematical Journal 49 (1997), no. 4, pp 523-528.
Citation Example: Babenko V. F. On the optimization of approximate integration by Monte Carlo methods // Ukr. Mat. Zh. - 1997. - 49, № 4. - pp. 475–480.
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