Remarks on a Monte Carlo integration method

Springer Science and Business Media LLC - Tập 6 - Trang 261-268 - 1964
D. C. Handscomb1
1Oxford University Computing Laboratory, Oxford, UK

Tài liệu tham khảo

Ermakov, S. M., andV. G. Zolotukhin: Polynomial approximations and the Monte Carlo method. Teor. Veroyatnost. i Prim.5, 473–476 (1960), translated Theor. Prob. and Appl.5, 428–431 (1960). 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.