Rates of convergence and CLTs for subcanonical debiased MLMC

DOI10.1007/978-3-319-91436-7_26zbMath1405.60034OpenAlexW2810942481MaRDI QIDQ1722542

Zeyu Zheng, Peter W. Glynn, Jose H. Blanchet

Publication date: 18 February 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-91436-7_26

zbMATH Keywords

infinite variancecentral limit theoremsinfinite mean generation timeMonte Carlo estimator efficiencysubcanonical convergence rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)

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