Multiple quadrature by Monte Carlo

Expert InsightsPublished 1958

An application of Monte Carlo to multiple quadratures. Such an account has previously appeared in other papers, but not with so much emphasis on multidimensional integrals as in this case. An example treated is a Gell-Mann problem occurring in electron physics; its solution is given. This is primarliy intended to be instructive as a first problem.

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Multiple quadrature by Monte Carlo. Santa Monica, CA: RAND Corporation, 1958. https://www.rand.org/pubs/papers/P1485.html.
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