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arXiv 1506.04735math.FAmath.PR
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Infinite-Dimensional蒙特卡罗积分

Infinite-Dimensional Monte-Carlo Integration

Gogi Rauli Pantsulaia

摘要:

利用[G. R. Pantsulaia,关于无限维矩形中有限集的递增族的均匀分布序列,Real Anal。交易所36(2)(2010/2011),325--340 ],本文介绍了一种新的无穷维Monte-Carlo积分方法,并得到了一些无穷维强律型定理的有效性.此外,利用单位区间上均匀分布序列的性质,得到了Kolmogorov强大数律的一个新的证明,它与原来的证明有本质的区别.

英文摘要:

By using main properties of uniformly distributed sequences of increasing finite sets in infinite-dimensional rectangles in $R^{\infty}$ described in [G.R. Pantsulaia, On uniformly distributed sequences of an increasing family of finite sets in infinite-dimensional rectangles, Real Anal. Exchange. 36 (2) (2010/2011), 325--340 ], a new approach for an infinite-dimensional Monte-Carlo integration is introduced and the validity of some infinite-dimensional Strong Law type theorems are obtained in this paper. In addition, by using properties of uniformly distributed sequences in a unite interval, a new proof of Kolmogorov's strong law of large numbers is obtained which essentially differs from its original proof.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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