Monte Carlo with user-specified relative error

DOI10.1007/978-3-319-91436-7_12zbMath1407.65010OpenAlexW2810912048MaRDI QIDQ1722520

Xianqiang Yang

Publication date: 18 February 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-91436-7_12

zbMATH Keywords

randomized approximation schemediscrete scalable distributiongamma Bernoulli approximation schemegamma Poisson approximation schemeTootsie Pop Algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

Faster estimates of the mean of bounded random variables

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