Infinite-Dimensional Monte-Carlo Integration

Abstract

By using main properties of uniformly distributed sequences of increasing finite sets in infinite-dimensional rectangles in $R^{\infty }$ described in [G.R. Pantsulaia, On uniformly distributed sequences of an increasing family of finite sets in infinite-dimensional rectangles, Real Anal. Exchange. 36 (2) (2010/2011), 325--340 ], a new approach for an infinite-dimensional Monte-Carlo integration is introduced and the validity of some infinite-dimensional Strong Law type theorems are obtained in this paper. In addition, by using properties of uniformly distributed sequences in a unite interval, a new proof of Kolmogorov's strong law of large numbers is obtained which essentially differs from its original proof.

This paper has been withdrawn by the author due to a crucial sign error in the proof of Kolmogorov's strong law of large numbers

Cited by in corpus (1)

• Calculation of Lebesgue Integrals by Using Uniformly Distributed Sequences in $(0,1)$