Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials (Q1141450)
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scientific article; zbMATH DE number 3682920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials |
scientific article; zbMATH DE number 3682920 |
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Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials (English)
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1979
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Monte Carlo computer simulations
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Monte Carlo integration
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variance reduction
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control variates technique
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truncated Fourier series
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numerical results
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