Rates of convergence and CLTs for subcanonical debiased MLMC (Q1722542)

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scientific article; zbMATH DE number 7024279
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    Rates of convergence and CLTs for subcanonical debiased MLMC
    scientific article; zbMATH DE number 7024279

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      Rates of convergence and CLTs for subcanonical debiased MLMC (English)
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      18 February 2019
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      Monte Carlo estimator efficiency
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      central limit theorems
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      subcanonical convergence rates
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      infinite mean generation time
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      infinite variance
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