Remarks on a Monte Carlo integration method
Tài liệu tham khảo
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Halton, J. H., andD. C. Handscomb: A method for increasing the efficiency of Monte Carlo integration. J. Assoc. Comp. Mach.4, 329–340 (1957).
Hammersley, J. M., andD. C. Handscomb: Monte Carlo methods. London: Methuen 1964.
—, andK. W. Morton: A new Monte Carlo technique: antithetic variates. Proc. Cambridge Phil. Soc.52, 449–475 (1956).
Metropolis, N., A. W. Metropolis, andM. N. Rosenbluth, andA. H. Rosenbluth andE. Teller: Equations of state calculations by fast computing machines. J. Chem. Phys.21, 1087–1092 (1953).
Szegö, G.: Orthogonal polynomials. New York: American Math. Soc. 1939.
