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Introduction MCQMC computations of Gaussian integrals
 

Summary: Introduction
MCQMC computations of Gaussian integrals
Maxima of Gaussian processes
Computing the maximum of random processes and series
Computing the maximum of random processes
and series
Jean-Marc AZA¨IS Joint work with : Alan Genz ,Washington State
University ; C´ecile Mercadier Lyon, France and Mario Wschebor
Universit´e de Toulouse
Jean-Marc AZA¨IS Joint work with : Alan Genz ,Washington State University
; C´ecile Mercadier Lyon, France and Mario
Wschebor (Universit´e de Toulouse ) 1 / 22
Introduction
MCQMC computations of Gaussian integrals
Maxima of Gaussian processes
Computing the maximum of random processes and series
1 Introduction
2 MCQMC computations of Gaussian integrals
Reduction of variance
MCQMC

  

Source: Azais, Jean-Marc -Institut de Mathématiques de Toulouse, Université Paul Sabatier

 

Collections: Mathematics