Quasi-Monte Carlo methods and pseudo-random numbers
نویسندگان
چکیده
منابع مشابه
Monte Carlo and quasi-Monte Carlo methods
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1978
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1978-14532-7