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Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Bibliographies for mathematics in general (00A15)

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Randomization for continuous problems, Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models

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Cites Work

On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method
A Minimum Variance Sampling Technique for Simulation Models
A High Speed and Accuracy Digital Gaussian Generator of Pseudorandom Numbers
The Error of a Function Approximation Based on Random Selected Points
An Asymptotically Random Tausworthe Sequence
Simulation of processes with nonseparable covariances
A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction
On a Monte Carlo method for biharmonic boundary value problems
The Lattice Structure of Multiplicative Congruential Pseudo-Random Vectors
An Application of the Monte Carlo Method to the Evaluation of Some Molecular Integrals
Solution of partial differential equations by a modified random walk
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Admissibility conditions for a class of quadrature formulas with random nodes
Computer analysis of reliability testing with exponential distribution
Robust regression: Asymptotics, conjectures and Monte Carlo
Monte Carlo path-integral calculations for two-point boundary-value problems
On the accuracy of Monte Carlo solutions of the nonlinear Boltzmann equation
Pseudo-random numbers for comparative Monte Carlo calculations
A regression method for the Monte Carlo evaluation of multidimensional integrals
Good lattice points in the sense of Hlawka and Monte Carlo integration
Monte Carlo evaluation of Feynman path integrals in imaginary time and spherical polar coordinates
A Monte Carlo method for generating peripheral events
Monte Carlo technique for prediction and filtering of non-linear stochastic processes
Pseudo-random numbers - a new proposal for the choice of multiplicators
A note on a Monte-Carlo estimator of Darling and Robbins
An exact determination of serial correlations of pseudo-random numbers
Hermite expansions in Monte-Carlo computation
Quasi-random sequences by power residues
Convergence limits in the Monte Carlo theory of integral equations
Remarks on a Monte Carlo integration method
Nonmetric multidimensional scaling: A Monte Carlo study of the basic parameters
Numerical integration of functions of very many variables
Simulation. Statistical foundations and methodology
Selection of digitivity of numbers in the transmission of data concerning the probabilistic characteristics of a process
A combinatorial method for the generation of normally distributed random numbers
Optimum Monte-Carlo sampling using Markov chains
A Monte-Carlo study of asymptotically robust tests for correlation coefficients
Über eine Erweiterung der Monte‐Carlo‐Methode zur Lösung linearer Randwert‐probleme zweiter und dritter Art
Two Pairs of Families of Estimators for Transport Problems
Note on a Paper by J. Spanier Concerning Monte Carlo Estimators
A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations
Variance Reduction by Antithetic Variates in GI/G/1 Queuing Simulations
Sequential one-sample grouped signed rank tests for symmetry: Monte carlo studies
Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions
A versatile method for the Monte Carlo optimization of stochastic systems
Extensions of Forsythe's Method for Random Sampling from the Normal Distribution
Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes
Random Numbers Generated by Linear Recurrence Modulo Two
The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
Some New Results in Pseudo-Random Number Generation
Letter to the Editor—Stopping Rules for Queuing Simulations
Reliability Aspects of the Variable Instruction Computer
Monte‐Carlo‐Methoden und lineare Randwertprobleme
[https://portal.mardi4nfdi.de/wiki/Publication:5538051 Eine Monte-Carlo-Methode mit Informationsspeicherung zur L�sung von elliptischen Randwertproblemen]
Fourier Analysis of Uniform Random Number Generators
Optimale Anfangsverteilungen bei der Monte‐Carlo‐Methode mit Informationsspeicherung
RANDOM NUMBERS FALL MAINLY IN THE PLANES
Relations within sequences of congruential pseudo-random numbers
Design and testing of the System 4 random number generator
Monte Carlo study of some simple estimators in censored normal samples
A Retrospective and Prospective Survey of the Monte Carlo Method
Sequences of Numbers That Are Approximately Completely Equidistributed
Monte Carlo Estimation of the Mean Queue Size in a Stationary GI/M/1 Queue
Notizie e Considerazioni Sull’applicazione del Metodo Monte Carlo in Problemi Differenziali di Tipo Ellittico
Zur Stichprobenreduktion bei Monte Carlo Simulationen
Stochastic Quadrature Formulas
A Technique for the Computation of Percentage Points of a Statistic
Variance Reduction Techniques for Monte Carlo Sampling from Student Distributions
Numerical Evaluation of Multiple Integrals
Nonlinear Interpolation of Multivariable Functions by the Monte Carlo Method
Monte Carlo sampling methods using Markov chains and their applications
Rarefied hypersonic flow about cones and flat plates by Monte Carlo simulation
A New Multistage Procedure for Systematic Variance Reduction in Monte Carlo
Monte Carlo Methods for some Fourth Order Partial Differential Equations
The Runs Up-and-Down Performance of Tausworthe Pseudo-Random Number Generators
A Monte Carlo comparison of some ratio estimators
Multiplicative Pseudo-Random Number Generators with Prime Modulus
Direct Simulation and the Boltzmann Equation
A Note on Linear Extrapolation of Multivariable Functions by the Monte Carlo Method
Sample Sizes for Monte Carlo Simulation
A Monte-Carlo trial on the behaviour of the non-additivity test with nonnormal data
Computer methods for sampling from the exponential and normal distributions