Optimal Monte Carlo method in estimating areas

DOI10.1016/J.RINAM.2021.100205zbMath1480.65009OpenAlexW3207197364MaRDI QIDQ2063301

Zhenxia Liu

Publication date: 11 January 2022

Published in: Results in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.rinam.2021.100205

zbMATH Keywords

Monte Carlo methodlarge deviationshit-or-miss method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Large deviations (60F10)

Cites Work

• Large deviations techniques and applications.
• Simulation and the Monte Carlo Method

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