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Monte Carlo Variance of Scrambled Net Quadrature

✍ Scribed by Owen, Art B.

Book ID
120599457
Publisher
Society for Industrial and Applied Mathematics
Year
1997
Tongue
English
Weight
710 KB
Volume
34
Category
Article
ISSN
0036-1429

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πŸ“œ SIMILAR VOLUMES

On the variance of quadrature over scram
On the variance of quadrature over scrambled nets and sequences
✍ Rong-Xian Yue; Shi-Song Mao πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 161 KB

The randomization of a (t; m; s)-net or a (t; s)-sequence proposed by Owen (1995, Monte Carlo and quasi-Monte Carlo Methods in ScientiΓΏc Computing (Berlin), Lecture Notes in Statistics, vol. 106, combines the strengths of equidistribution and Monte Carlo integration. This paper shows that the order