On spherical Monte Carlo simulations for multivariate normal probabilities

DOI10.1239/AAP/1444308883zbMath1416.65021arXiv1309.3386OpenAlexW2949703246MaRDI QIDQ3450510

Ming-Hsuan Kang, Huei-Wen Teng, Cheng-Der Fuh

Publication date: 6 November 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.3386

zbMATH Keywords

latticesimulationkissing numbervariance reductionsphericalsphere packings

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08)

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