Variance reduction in Monte Carlo computations using multi-dimensional hermite polynomials
- 29 September 1979
- journal article
- review article
- Published by Elsevier in Journal of Computational Physics
- Vol. 32 (3) , 345-376
- https://doi.org/10.1016/0021-9991(79)90150-5
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- The Mathematical Basis of Monte Carlo and Quasi-Monte Carlo MethodsSIAM Review, 1968
- Remarks on a Monte Carlo integration methodNumerische Mathematik, 1964
- Random quadratures of improved accuracyUSSR Computational Mathematics and Mathematical Physics, 1964
- Polynomial Approximations and the Monte-Carlo MethodTheory of Probability and Its Applications, 1960
- The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite FunctionalsAnnals of Mathematics, 1947