Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples (Q4292666)

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scientific article; zbMATH DE number 569634
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Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
scientific article; zbMATH DE number 569634

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    Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples (English)
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    13 November 1995
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    rate of convergence
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    importance sampling
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    quasi-random methods
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    multiple integrals
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    asymptotic convergence
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    quasi-Monte Carlo methods
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    lattice methods
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    comparisons
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    variance reduction
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    bibliography
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