Rounding error using low precision approximate random variables

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Roundoff error (65G50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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Multilevel Monte Carlo Path Simulation
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MPFR
Accuracy and Stability of Numerical Algorithms
Title not available (Why is that?)
Error Analysis of Direct Methods of Matrix Inversion
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Rundungsfehleranalyse einiger Verfahren zur Summation endlicher Summen
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Rounding Error in Numerical Solution of Stochastic Differential Equations
Title not available (Why is that?)
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision
Approximating inverse cumulative distribution functions to produce approximate random variables

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