Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods

DOI10.1145/3643847zbMath1548.65023MaRDI QIDQ6639398

Marvin K. Nakayama, Bruno Tuffin

Publication date: 15 November 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

confidence intervalscentral limit theoremsrandomized quasi-Monte Carlo

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Related Items (1)

Extensible grid sampling for quantile estimation

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