𝔖 Bobbio Scriptorium
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The moment-guided Monte Carlo method

✍ Scribed by Pierre Degond; Giacomo Dimarco; Lorenzo Pareschi


Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
850 KB
Volume
67
Category
Article
ISSN
0271-2091

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A sample is chosen deterministically from an input distribution to a simulation system. Under certain conditions the mean of the system output sample is equal to the true output mean (up to computational errors). Slightly more stringent conditions ouarantee that the output samole variance is equal

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