Remarks on a Monte Carlo integration method

DOI10.1007/BF01386074MaRDI QIDQ2553224zbMATH OpenFDO

Authors D. C. Handscomb

Publication date 1964

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/131611

Mathematics Subject Classification ID

Numerical integration (65D30)

Cited in

(5)

• Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials
• The Monte Carlo method
• A variance reducing multiplier for Monte Carlo integrations
• Allgemeiner Bericht über Monte-Carlo-Methoden
• Discrete stochastic consistent estimators of the Monte Carlo method

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