This paper is devoted to the estimation of the accuracy and reliability (in Lp(T) metrics) for the calculation of improper integrals depending on a parameter t using the Monte Carlo method. For this estimates we use the theory of 𝐅ψ(Ω) spaces.
['Yuriy Kozachenko', 'Yuriy Y. Mlavets']
Reliability and accuracy in the space Lp(T) for the calculation of integrals depending on a parameter by the Monte Carlo method