Abstract:
Problems are considered of construction and convergence of numerical discrete-stochastic procedures for
approximation of the functions presented in integral form. The procedures include introduction of a discrete
grid, estimation of the function at grid nodes using Monte Carlo methods and interpolation of the function using
the values at the grid nodes. The results obtained formerly for the multilinear approximation are generalized to
the case of interpolation which is based on expanding the function under study in a basis of positive functions
forming a partition of unity. The Strang-Fix approximation is considered as an example of such interpolation.
The statements are formulated on the rate of convergence of discrete-stochastic procedures for approximation
of an integral depending on a parameter.