Asymmetric convergence of approximations of the Monte Carlo method

MaRDI QIDQ1124675zbMATH OpenFDO

Authors Il'ya Sobol'

Publication date 17 May 1995

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

zbMATH Keywords

Monte Carlo methodasymmetric convergencesampling means

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(5)

• On Dropping the First Sobol’ Point
• 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

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