Title of article :
A variance reducing multiplier for Monte Carlo integrations
Author/Authors :
Sobol، نويسنده , , I.M. and Tutunnikov، نويسنده , , A.V.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
A random multiplier for variance reduction is investigated. Its efficiency depends on the correlation of the integrand and the reference function. However the multiplier can be used in quasi-Monte Carlo integrations also.
Keywords :
Monte Carlo Method , Quasi-Monte Carlo method , variance reduction , Quasirandom sequences , Multidimensional integration
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling
