Variance reduction in Monte Carlo computations using multi-dimensional hermite polynomials-Reference-Cited by-同舟云学术

Variance reduction in Monte Carlo computations using multi-dimensional hermite polynomials

Published:1979-09 Issue:3 Volume:32 Page:345-376
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Maltz F.H,Hitzl D.L

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference12 articles.

1. A Short Course in Computational Probability and Statistics;Freiberger,1971

2. Random quadratures of improved accuracy

3. Monte Carlo Methods;Hammersley,1964

4. Methods of Numerical Integration;Davis,1975

5. Hermite expansions in Monte-Carlo computation

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