Geometrical Monte Carlo method and its modifications

DOI10.1515/MCMA.2000.6.2.131MaRDI QIDQ4504228zbMATH OpenOpenAlexFDO

Authors A. V. Vojtishek, E. G. Dyatlova, T. E. Mezentseva

Publication date 16 July 2001

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2000.6.2.131

zbMATH Keywords

algorithmsgeometrical Monte Carlo methodmultiple integralsvariance reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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• Monte Carlo Information-Geometric Structures

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