A New Multistage Procedure for Systematic Variance Reduction in Monte Carlo

DOI10.1137/0708052zbMath0221.65008OpenAlexW1996116857MaRDI QIDQ5626093

Jerome Spanier

Publication date: 1971

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0708052

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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