Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials
type: Item
instance of: scholarly article
title: Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials
zbMATH Open document ID: 0437.65005
DOI: 10.1016/0021-9991(79)90150-5
author: F. H. Maltz
author: Donald L. Hitzl
published in: Journal of Computational Physics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 68U20
zbMATH DE Number: 3682920
zbMATH Keywords: Monte Carlo computer simulations
zbMATH Keywords: Monte Carlo integration
zbMATH Keywords: variance reduction
zbMATH Keywords: control variates technique
zbMATH Keywords: truncated Fourier series
zbMATH Keywords: numerical results
MaRDI profile type: Publication
full work available at URL: 0021-9991(79)90150-5
OpenAlex ID: W2046076021
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description: scientific article; zbMATH DE number 3682920