2 search results - page 1 / 1 » Randomly shifted lattice rules on the unit cube for unbounde... |
JC
2006
13 years 4 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
JC
2006
13 years 4 months ago
2006
We study the problem of multivariate integration over Rd with integrands of the form f(x)d(x) where d is a probability density function. Practical problems of this form occur comm...