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Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition. (English) Zbl 1318.65002

MSC:
65C05 Monte Carlo methods
65D32 Numerical quadrature and cubature formulas
41A55 Approximate quadratures
41A63 Multidimensional problems (should also be assigned at least one other classification number from Section 41-XX)
11K38 Irregularities of distribution, discrepancy
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