Chapter 2 Simulation
نویسنده
چکیده
where ν labels a vector xν = (xν1 , . . . , xνk) with components given by: xνi = νi/N. (2.3) That is, we divide our k-dimensional unit hypercube integration region into N equal pieces, evaluate f(x) at a point in each of these pieces, and take the average over all the pieces. As long as things are reasonably well-behaved, this will converge to the true value of the integral as we take more pieces: I = lim N→∞ IN . (2.4)
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