Variance reduction for Monte Carlo methods by means of deterministic numerical computation

DOI10.1515/mcma.1995.1.4.251zbMath0843.65096OpenAlexW2087292628MaRDI QIDQ4868316

Stefan Heinrich

Publication date: 15 August 1996

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://cds.cern.ch/record/294743

zbMATH Keywords

integral equationMonte Carlo methodslinear functionalvariance reductionnumerical result

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Algorithms for approximation of functions (65D15) Linear integral equations (45A05)

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