92 search results - page 1 / 19 » A Quasi-Monte Carlo Method for Integration with Improved Con... |
LSSC
2001
Springer
13 years 9 months ago
2001
Springer
Abstract. Quasi-Monte Carlo methods are based on the idea that random Monte Carlo techniques can often be improved by replacing the underlying source of random numbers with a more ...
WSC
2004
13 years 6 months ago
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
LSSC
2001
Springer
13 years 9 months ago
2001
Springer
In this paper we analyze a quasi-Monte Carlo method for solving systems of linear algebraic equations. It is well known that the convergence of Monte Carlo methods for numerical in...
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. The convergence of Monte Carlo method for numerical integration can often be improved by replacing pseudorandom numbers (PRNs) with more uniformly distributed numbers kno...
SIAMSC
2010
12 years 11 months ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...