Infinite dimensional integrals beyond Monte Carlo methods: yet another approach to normalized infinite dimensional integrals
Mathematical Physics
2015-06-05 v1 math.MP
Probability
Abstract
An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the normalization through the partition function is included in the definition. For suitable sequences of evaluations, the ("classical") expectation values of cylinder functions are recovered
Cite
@article{arxiv.1206.3708,
title = {Infinite dimensional integrals beyond Monte Carlo methods: yet another approach to normalized infinite dimensional integrals},
author = {Jean-Pierre Magnot},
journal= {arXiv preprint arXiv:1206.3708},
year = {2015}
}
Comments
Submitted as a communication in the ICMSQUARE conference, september 2012