On the effective dimension and multilevel Monte Carlo (Q2157920)
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scientific article; zbMATH DE number 7562334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effective dimension and multilevel Monte Carlo |
scientific article; zbMATH DE number 7562334 |
Statements
On the effective dimension and multilevel Monte Carlo (English)
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22 July 2022
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multilevel Monte Carlo
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quasi-Monte Carlo
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variance reduction
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effective dimension
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truncation dimension
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time-varying Markov chains
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