Reference functions to decrease errors in Monte Carlo integrals

DOI10.1016/0010-4655(92)90045-ZMaRDI QIDQ1366124zbMATH OpenOpenAlexFDO

Authors P. H. Eberhard, Olivier P. Schneider

Publication date 9 November 1997

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0010-4655(92)90045-z

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Cites work

• Example of Monte Carlo integrals where reference functions are useful
• scientific article; zbMATH DE number 3390105 (Why is no real title available?)

Cited in

(2)

• Example of Monte Carlo integrals where reference functions are useful
• A variance reducing multiplier for Monte Carlo integrations

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