Asymmetric convergence of approximations of the Monte Carlo method

zbMATH Open0817.65002MaRDI QIDQ1124675FDOQ1124675

Authors: Il'ya Sobol' 

Publication date: 17 May 1995

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlo methodasymmetric convergencesampling means

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (5)

• A constraint on extensible quadrature rules
• QMC integration errors and quasi-asymptotics
• Asymptotic behavior of exchange ratio in exchange Monte Carlo method
• A variance reducing multiplier for Monte Carlo integrations
• On Dropping the First Sobol’ Point

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