Variance of the simplest Monte Carlo estimators in the sign-changing case

DOI10.1515/MCMA.2011.017zbMath1242.65005OpenAlexW1993321160MaRDI QIDQ5388200

Sergeĭ Mikhaĭlovich Ermakov

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1515/mcma.2011.017

zbMATH Keywords

integral equationvariance minimizationMonte Carlo estimatorszero variancesign-changing kernels

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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