Random quadratures of improved accuracy

DOI10.1016/0041-5553(64)90251-4MaRDI QIDQ5557435zbMATH OpenOpenAlexFDO

Authors Sergeĭ Mikhaĭlovich Ermakov

Publication date 1966

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(64)90251-4

zbMATH Keywords

numerical analysis

Cited in

(1)

• Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials

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