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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1974 Volume 16, Issue 2, Pages 297–304 (Mi mzm7462)

Admissibility conditions for a class of quadrature formulas with random nodes

B. L. Granovskii

Leningrad Engineering-Construction Institute

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.

UDC: 519.2

Received: 02.11.1971


 English version:
Mathematical Notes, 1974, 16:2, 763–767

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