Communications of the
Korean Mathematical Society
CKMS
Article
ALL ARTICLES
View
Commun. Korean Math. Soc. 2000; 15(4): 715-721
Printed December 1, 2000
Copyright © The Korean Mathematical Society.
A Note on Random Functions
Bum Il Hong, Sung Hee Choi, Nahmwoo Hahm
Kyung Hee University, Sun Moon University, Inchon University
It is known that one can generate functions distributed according to $r$-fold Wiener measure. So we could estimate the average case errors in a similar way as in Monte-Carlo method. Hence we study the basic properties of the generator of random functions. In addition, because the $r$-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional spaces, we study in this paper, the properties of generator for an m-dimensional approximation of the $r$-fold Wiener process.
Keywords: Simpson's quadrature, Wiener measure
MSC numbers: 65D30, 28C20
Article Tools
Stats or Metrics
Share this article on :
Related articles in CKMS
-
Error bounds for Simpson's quadrature through zero mean Gaussian with covariance
2001; 16(4): 691-701
-
A translation of an analogue of Wiener space with its applications on their product spaces
2022; 37(3): 749-763
-
An operator valued function space integral of functionals involving double integrals
1997; 12(2): 293-303
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd