Optimal Monte Carlo method in estimating areas

DOI10.1016/J.RINAM.2021.100205MaRDI QIDQ2063301zbMATH OpenOpenAlexFDO

Authors Zhenxia Liu

Publication date 11 January 2022

Published in Results in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.rinam.2021.100205

zbMATH Keywords

hit-or-miss methodlarge deviationsMonte Carlo method

Mathematics Subject Classification ID

Large deviations (60F10) Monte Carlo methods (65C05)

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Cites work

• Large deviations techniques and applications.
• Simulation and the Monte Carlo Method

Cited in

(1)

• An Optimal Algorithm for Monte Carlo Estimation

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