摘要
以测度论的观点讨论用Monte Carlo方法计算欧氏空间上有界和无界可测区域积分的无偏估 计,并给出估计的方差收敛于零的条件.
By using the measure theory, the sample mean Monte Carlo method for computing the approximate integral on a bounded or unbounded domain in Euclidean space is discussed, and sufficient condi- tions for teading to zero for the estimation of square deviation have been obtained.
出处
《华南师范大学学报(自然科学版)》
CAS
2001年第1期50-52,共3页
Journal of South China Normal University(Natural Science Edition)
基金
广东省自然科学基金!(99044)资助