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Montecarlo Numerical integration methods

  1. Jun 13, 2003 #1
    In fact for multiple integrals ..i know that montecarlo methods are used..but can these be generalized to get a infinite dimension integrals.. (integration over R**n where n tends to infinity)..can be they generalized to fractional dimensional integration?..(integraton on R**d with d not an integer)
  2. jcsd
  3. Jun 13, 2003 #2


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    The underlying question should be whether or not the things you talk about can be defined. Are there such things as infinite dimension or franctional dimension integrals. Once you have defined these things, Monte Carlo is just a means of evaluating them.
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