We prove that a class of randomized integration methods, including averages based on $(t,d)$-sequences, Latin hypercube sampling, Frolov points as well as Cranley-Patterson rotations, consistently estimates expectations of integrable functions. Consistency here refers to convergence in mean and/or convergence in probability of the estimator to the integral of interest. Moreover, we suggest median modified methods and show for integrands in $L^p$ with $p>1$ consistency in terms of almost sure convergence
翻译:我们证明,有一类随机集成方法,包括按(t,d)美元序列、拉丁超立方采样、Frolov点以及Cranley-Patterson轮用得出的平均数,一致估计对不可调用函数的预期值。 此处的一致性是指估计值的平均值趋同和(或)与利益整体的概率趋同。 此外,我们建议中位修改方法,并用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数一致,用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数,用美元表示整数一致。