随机正交阵列抽样设计的非均匀浓度不等式

IF 0.3 Q4 MATHEMATICS

Thai Journal of Mathematics Pub Date : 2009-08-20 DOI:10.5539/JMR.V1N2P78

K. Laipaporn, K. Neammanee

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引用次数: 4

摘要

Let $ f: [0;1]^3 \右列R$是一个可测函数。在许多计算机实验中，我们估计$\int _{[0,1]^3} f (x) dx$的值，这是平均值$\ mu = E (f \circ x)，其中x是单位超立方体$[0]上的均匀随机向量;1) ^ 3美元。1992年和1993年，Owen和Tang引入随机正交阵列来选择采样点来估计积分。本文给出了随机正交阵列抽样设计的非均匀浓度不等式。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Non-uniform Concentration Inequality for Randomized Orthogonal Array Sampling Designs

Let $ f : [0 ; 1]^3 \rightarrow R$ be a measurable function. In many computer experiments, we estimate the value of $\int _{[0,1]^3} f (x) dx$ , which is the mean $ \mu = E ( f \circ X ), where X is a uniform random vector on the unit hypercube $[0 ; 1]^3$ . In 1992 and 1993, Owen and Tang introduced randomized orthogonal arrays to choose the sampling points to estimate the integral. In this paper, we give a non-uniform concentration inequality for randomized orthogonal array sampling designs.

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来源期刊

Thai Journal of Mathematics MATHEMATICS-

CiteScore

0.70

自引率

20.00%

发文量

期刊介绍： Thai Journal of Mathematics (TJM) is a peer-reviewed, open access international journal publishing original research works of high standard in all areas of pure and applied mathematics.