ASYMMETRIC CONVERGENCE OF APPROXIMATIONS OF THE MONTE-CARLO METHOD

被引:0
|
作者
SOBOL, IM
机构
关键词
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Sampling means obtained by doubling the number of tests are dependent. For this reason, their distribution with respect to the theoretical mathematical expectation is asymmetric.
引用
收藏
页码:1391 / 1396
页数:6
相关论文
共 50 条
  • [31] Monte-Carlo method in digital holography
    Papp, Z
    Kornis, J
    Gombkoto, B
    [J]. SPECKLE METROLOGY 2003, PROCEEDINGS, 2003, 4933 : 39 - 41
  • [32] A MONTE-CARLO METHOD FOR SERIES EXPANSIONS
    DHAR, D
    LAM, PM
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1986, 19 (17): : 1057 - 1061
  • [33] IMPROVEMENT OF A QUANTUM MONTE-CARLO METHOD
    MARCU, M
    MULLER, J
    SCHMATZER, FK
    [J]. PHYSICS LETTERS A, 1986, 116 (09) : 447 - 450
  • [34] MONTE-CARLO METHOD FOR COMPONENT SIZING
    SPEAR, RC
    [J]. JOURNAL OF SPACECRAFT AND ROCKETS, 1970, 7 (09) : 1127 - &
  • [35] THE MONTE-CARLO METHOD ON A PARALLEL COMPUTER
    ZHAO, C
    WOOD, J
    [J]. ANNALS OF NUCLEAR ENERGY, 1989, 16 (12) : 649 - 657
  • [36] MULTICANONICAL MULTIGRID MONTE-CARLO METHOD
    JANKE, W
    SAUER, T
    [J]. PHYSICAL REVIEW E, 1994, 49 (04): : 3475 - 3479
  • [37] MONTE-CARLO METHOD FOR SCATTERING REACTIONS
    KROGER, H
    [J]. PHYSICAL REVIEW A, 1987, 35 (11): : 4526 - 4532
  • [38] LOOP CONFORMATIONS BY A MONTE-CARLO METHOD
    YIP, PF
    [J]. JOURNAL OF CELLULAR BIOCHEMISTRY, 1995, : 78 - 78
  • [39] AN IMPROVED HYBRID MONTE-CARLO METHOD
    MACKENZIE, PB
    [J]. PHYSICS LETTERS B, 1989, 226 (3-4) : 369 - 371
  • [40] MONTE-CARLO METHOD FOR RANDOM SURFACES
    BERG, B
    BILLOIRE, A
    FOERSTER, D
    [J]. NUCLEAR PHYSICS B, 1985, 251 (5-6) : 665 - 675