Alrefaei, Mahmoud H.; Abdul-Rahman, Houssam M. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 1, pp. 49-59
We propose an adaptive Monte Carlo algorithm for estimating multidimensional integrals over a hyper-rectangular region. The algorithm uses iteratively the idea of separating the domain of integration into 2ssubregions. The proposed algorithm can be applied directly to estimate the integral using...