Monte-Carlo evaluation consists in estimating a position by averaging the outcome of several random continuations, and can serve as an evaluation function at the leaves of a min-ma...
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
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...
Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accura...
—The advanced sampling and variance reduction techniques as efficient alternatives to the slow crude-MC method have recently been adopted for the analysis of timing yield in dig...