Asymmetric convergence of approximations of the Monte Carlo method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 33 (1993) no. 10, pp. 1581-1587
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@article{ZVMMF_1993_33_10_a9,
author = {I. M. Sobol'},
title = {Asymmetric convergence of approximations of the {Monte} {Carlo} method},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1581--1587},
year = {1993},
volume = {33},
number = {10},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1993_33_10_a9/}
}
TY - JOUR AU - I. M. Sobol' TI - Asymmetric convergence of approximations of the Monte Carlo method JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 1993 SP - 1581 EP - 1587 VL - 33 IS - 10 UR - http://geodesic.mathdoc.fr/item/ZVMMF_1993_33_10_a9/ LA - ru ID - ZVMMF_1993_33_10_a9 ER -
I. M. Sobol'. Asymmetric convergence of approximations of the Monte Carlo method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 33 (1993) no. 10, pp. 1581-1587. http://geodesic.mathdoc.fr/item/ZVMMF_1993_33_10_a9/
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[2] Ermakov S. M., Mikhailov G. A., Kurs statisticheskogo modelirovaniya, Nauka, M., 1976 | MR
[3] Levitan Yu. L., Markovich N. I., Rozin S. G., Sobol I. M., “O kvazisluchainykh posledovatelnostyakh dlya chislennykh raschetov”, Zh. vychisl. matem. i matem. fiz., 28:5 (1988), 755–759 | MR