Mlavets Y. Space of random variables F and their application

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0413U006853

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

25-11-2013

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

The thesis is devoted to the study of basic properties of the spaces F, which can be used in the study of the accuracy and reliability of calculating of multiple integrals defined on R by Monte Carlo method. Using the theory of Orlicz spaces and F spaces the reliability and accuracy of the integral calculation by Monte Carlo method, reliability and accuracy in C(T) and Lp(T) spaces for calculation of integrals depending on parameters by Monte Carlo method are found.

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