Tag: Konrad Abramowicz, Oleg Seleznjev,

We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure

We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean

Let a continuous random process $X$ defined on $[0,1]$ be $(m+eta)$-smooth, $0le m, 00$ and have an isolated singularity point at $t=0$. In addition, let