scientific article

From MaRDI portal
Publication:3234488

zbMath0071.35404MaRDI QIDQ3234488

J. M. Hammersley, K. W. Morton

Publication date: 1956


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Unnamed Item, Quasi-Monte Carlo integration using digital nets with antithetics, Variance reduction by the use of common and antithetic random variables, Allgemeiner Bericht über Monte-Carlo-Methoden, Designing simple and efficient Markov chain Monte Carlo proposal kernels, Sequential Monto Carlo techniques for the solution of linear systems, Monte Carlo Euler approximations of HJM term structure financial models, Antithetic and Negatively Associated Random Variables and Function Maximization, Volume estimation of biological objects by systematic sections, A practical finite difference method for the three-dimensional Black-Scholes equation, Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo, Densities for random balanced sampling, Control Variates for the Metropolis–Hastings Algorithm, Schrödinger equation driven by the square of a Gaussian field: instanton analysis in the large amplification limit, Value function gradient learning for large-scale multistage stochastic programming problems, Large-deviation properties of SIR model incorporating protective measures, Deterministic solution and stochastic simulation of a simple production-inventory model, Unnamed Item, Combining Global Antithetic Forecasts, A Method for Numerical Integration, Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case, Efficiently pricing barrier options in a Markov-switching framework, Efficient bootstrap methods: A review, A comparative study of finite sample properties of band spectrum regression estimators, Extremal dependence concepts, Reject the rejection technique, Negative Dependence, Scrambled Nets, and Variance Bounds, A Modified Monte-Carlo Quadrature. II, Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation, Remarks on a Monte Carlo integration method, Bias and variance reduction in computer simulation studies, Antithetic and Monte Carlo kernel estimators for partial rankings, Unnamed Item, The theory of variational hybrid quantum-classical algorithms, On the optimality and efficiency of common random numbers