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Using the approximation functional bases in Monte Carlo methods - MaRDI portal

Using the approximation functional bases in Monte Carlo methods (Q4454032)

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scientific article; zbMATH DE number 2052001
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Using the approximation functional bases in Monte Carlo methods
scientific article; zbMATH DE number 2052001

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    Using the approximation functional bases in Monte Carlo methods (English)
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    7 March 2004
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    Monte Carlo algorithms
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    probabilistic densities
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    rejection methods
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    stochastic algorithms
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    importance sampling method
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    main part selection method
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    two-sided geometrical method
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    function approximation
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    stability
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    comparative analysis
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    statistical simulation
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