Invariance principles with logarithmic averaging for ergodic simulations (Q5482355)
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scientific article; zbMATH DE number 5049839
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| English | Invariance principles with logarithmic averaging for ergodic simulations |
scientific article; zbMATH DE number 5049839 |
Statements
28 August 2006
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ergodic simulations
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Monte Carlo method
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Gaussian diffusion
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almost sure central limit theorem
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Fokker-Planck equation
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invariant measure
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asymptotic variance
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0.7347146272659302
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0.7325846552848816
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0.7303716540336609
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0.7232014536857605
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