On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)

本文讨论了用Monte Carlo法求积分区域为复连通曲而体的高维积分,即用Monte Carlo法估计下面形式的高维积分:其中n为积分维数,Gj⊂G(j= 1,2,…,s),分别根据G体积已知,Gj (j = 1,2,…,s)体积未知和G,Gj(j =1, 2, …, S)体积都未知情形得出估计法、收敛性定理和具体算法,另外,也对求复连通曲而体的重心问题进行分析,得出估计法和收敛性定理....

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Main Author: WUQing-biao(吴庆标)
Format: Article
Language:zho
Published: Zhejiang University Press 2001-01-01
Series:Zhejiang Daxue xuebao. Lixue ban
Subjects:
Online Access:https://doi.org/zjup/1008-9497.2001.28.1.1-6
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author WUQing-biao(吴庆标)
author_facet WUQing-biao(吴庆标)
author_sort WUQing-biao(吴庆标)
collection DOAJ
description 本文讨论了用Monte Carlo法求积分区域为复连通曲而体的高维积分,即用Monte Carlo法估计下面形式的高维积分:其中n为积分维数,Gj⊂G(j= 1,2,…,s),分别根据G体积已知,Gj (j = 1,2,…,s)体积未知和G,Gj(j =1, 2, …, S)体积都未知情形得出估计法、收敛性定理和具体算法,另外,也对求复连通曲而体的重心问题进行分析,得出估计法和收敛性定理.
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spelling doaj.art-bc658cc2ad24490799a947d19fa1a46e2024-03-29T01:58:16ZzhoZhejiang University PressZhejiang Daxue xuebao. Lixue ban1008-94972001-01-0128116zjup/1008-9497.2001.28.1.1-6On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)WUQing-biao(吴庆标)0Department of Mathematics, Zhejiang University, Hangzhou 310028, China(浙江大学数学系,浙江 杭州 310028)本文讨论了用Monte Carlo法求积分区域为复连通曲而体的高维积分,即用Monte Carlo法估计下面形式的高维积分:其中n为积分维数,Gj⊂G(j= 1,2,…,s),分别根据G体积已知,Gj (j = 1,2,…,s)体积未知和G,Gj(j =1, 2, …, S)体积都未知情形得出估计法、收敛性定理和具体算法,另外,也对求复连通曲而体的重心问题进行分析,得出估计法和收敛性定理.https://doi.org/zjup/1008-9497.2001.28.1.1-6monte carlo法高维积分随机变量无偏估计期望
spellingShingle WUQing-biao(吴庆标)
On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
Zhejiang Daxue xuebao. Lixue ban
monte carlo法
高维积分
随机变量
无偏估计
期望
title On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
title_full On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
title_fullStr On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
title_full_unstemmed On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
title_short On the calculation of higher dimensional integration with a complex connected curved polyhedron domain by Monte Carlo methods(复连通曲面体高维积分的Monte Carlo法)
title_sort on the calculation of higher dimensional integration with a complex connected curved polyhedron domain by monte carlo methods 复连通曲面体高维积分的monte carlo法
topic monte carlo法
高维积分
随机变量
无偏估计
期望
url https://doi.org/zjup/1008-9497.2001.28.1.1-6
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