General principles of antithetic variates-Reference-Cited by-同舟云学术

General principles of antithetic variates

Published:1956-07 Issue:3 Volume:52 Page:476-481
ISSN:0305-0041
Container-title:Mathematical Proceedings of the Cambridge Philosophical Society
language:en
Short-container-title:Math. Proc. Camb. Phil. Soc.

Author:

Hammersley J. M.,Mauldon J. G.

Abstract

1. In (2) the idea of antithetic variates in Monte Carlo work is introduced and applied to the estimation of integrals. The present paper studies the general theoretical structure of antithetic variates. We have made only limited progress and present various unsolved problems as a challenge to the reader.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference3 articles.

1. Three observations on linear algebra;Birkhoff;Rev. Univ. Tucumán,1946

2. A new Monte Carlo technique: antithetic variates

3. Doubly Stochastic Matrices and the Diagonal of a Rotation Matrix

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