Choice of a constant in the expression for the error of the Monte Carlo method

DOI10.1515/MCMA-2024-2004MaRDI QIDQ6554572zbMATH OpenFDO

Authors Viktor Bryzgalov, Nurlibay Shlimbetov, A. V. Vojtishek

Publication date 12 June 2024

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

choice of a constant in the expression for the error of the Monte Carlo methodcomputer approximation of mathematical expectation using sample meanerror of the Monte Carlo methodgeneral scheme of the Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

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