Rates of convergence and CLTs for subcanonical debiased MLMC (Q1722542)

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scientific article; zbMATH DE number 7024279
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Rates of convergence and CLTs for subcanonical debiased MLMC
scientific article; zbMATH DE number 7024279

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    Rates of convergence and CLTs for subcanonical debiased MLMC (English)
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    18 February 2019
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    Monte Carlo estimator efficiency
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    central limit theorems
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    subcanonical convergence rates
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    infinite mean generation time
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    infinite variance
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