Efficiency of Monte Carlo computations in very high dimensional spaces (Q539474)

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scientific article; zbMATH DE number 5900864
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Efficiency of Monte Carlo computations in very high dimensional spaces
scientific article; zbMATH DE number 5900864

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    Efficiency of Monte Carlo computations in very high dimensional spaces (English)
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    30 May 2011
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    multidimensional normal distribution
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    Monte Carlo methods
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    probabilities of convex sets
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    efficiency of estimators
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    comparison of performances
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