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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1986 Volume 26, Number 5, Pages 655–663 (Mi zvmmf4000)

New variance estimates in the Monte Carlo method using an approximate weight function

A. V. Starkov

Novosibirsk

UDC: 519.676

MSC: Primary 65C05; Secondary 65R20

Received: 18.10.1984
Revised: 25.07.1985


 English version:
USSR Computational Mathematics and Mathematical Physics, 1986, 26:3, 8–14

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© Steklov Math. Inst. of RAS, 2024