Error in Monte Carlo, quasi-error in Quasi-Monte Carlo

Computer Physics Communications

Volumn 175, Issue 2, 2006, Pages 93-115

  Kleiss, Ronald ^a   Lazopoulos, Achilleas ^a  

^a RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

Monte Carl; Numerical integration; Probabilistic error estimates; Quasi Monte Carlo

Indexed keywords

ERROR ANALYSIS; NUMERICAL METHODS; PROBABILITY; STOCHASTIC CONTROL SYSTEMS;

MONTE CARL; NUMERICAL INTEGRATION; PROBABILISTIC ERROR ESTIMATES; QUASI-MONTE CARLO;

MONTE CARLO METHODS;

EID: 33745191154     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cpc.2006.02.001     Document Type: Article

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