Standard

Random invariant cubature formulas. / Ermakov, S. M.; Tsyun', V. S.

In: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, No. 4, 10.1994, p. 109-112.

Research output: Contribution to journal › Article › peer-review

Harvard

Ermakov, SM & Tsyun', VS 1994, 'Random invariant cubature formulas', Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, no. 4, pp. 109-112.

APA

Ermakov, S. M., & Tsyun', V. S. (1994). Random invariant cubature formulas. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya, (4), 109-112.

Vancouver

Ermakov SM, Tsyun' VS. Random invariant cubature formulas. Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1994 Oct;(4):109-112.

Author

Ermakov, S. M. ; Tsyun', V. S. / Random invariant cubature formulas. In: Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya. 1994 ; No. 4. pp. 109-112.

BibTeX

@article{a334016c7f6544a8a99849dac2d010c5,
title = "Random invariant cubature formulas",
abstract = "Variance reduction in calculations of multiple integrals by Monte Carlo method is studied. Invariance reasons are applied to the method suggested by Ermakov and Zolotukhin for the variance reduction. Random invariant cubature formulas, which appear to combine high efficiency with simplification of the modelling problem, are studied and constructed.",
author = "Ermakov, {S. M.} and Tsyun', {V. S.}",
note = "Copyright: Copyright 2004 Elsevier Science B.V., Amsterdam. All rights reserved.",
year = "1994",
month = oct,
language = "русский",
pages = "109--112",
journal = "ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ",
issn = "1025-3106",
publisher = "Издательство Санкт-Петербургского университета",
number = "4",

}

RIS

TY - JOUR

T1 - Random invariant cubature formulas

AU - Ermakov, S. M.

AU - Tsyun', V. S.

N1 - Copyright: Copyright 2004 Elsevier Science B.V., Amsterdam. All rights reserved.

PY - 1994/10

Y1 - 1994/10

N2 - Variance reduction in calculations of multiple integrals by Monte Carlo method is studied. Invariance reasons are applied to the method suggested by Ermakov and Zolotukhin for the variance reduction. Random invariant cubature formulas, which appear to combine high efficiency with simplification of the modelling problem, are studied and constructed.

AB - Variance reduction in calculations of multiple integrals by Monte Carlo method is studied. Invariance reasons are applied to the method suggested by Ermakov and Zolotukhin for the variance reduction. Random invariant cubature formulas, which appear to combine high efficiency with simplification of the modelling problem, are studied and constructed.

UR - http://www.scopus.com/inward/record.url?scp=0028521894&partnerID=8YFLogxK

M3 - статья

AN - SCOPUS:0028521894

SP - 109

EP - 112

JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

SN - 1025-3106

IS - 4

ER -

ID: 74202893