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Variance of the simplest Monte Carlo estimators in the sign-changing case - MaRDI portal

Variance of the simplest Monte Carlo estimators in the sign-changing case (Q5388200)

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scientific article; zbMATH DE number 6025265
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Variance of the simplest Monte Carlo estimators in the sign-changing case
scientific article; zbMATH DE number 6025265

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    Variance of the simplest Monte Carlo estimators in the sign-changing case (English)
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    18 April 2012
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    Monte Carlo estimators
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    integral equation
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    zero variance
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    sign-changing kernels
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    variance minimization
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    Identifiers