Geodesic
Discrete stochastic consistent estimators of the Monte Carlo method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 9, pp. 1543-1555 Cet article a éte moissonné depuis la source Math-Net.Ru

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The efficiency of discrete stochastic consistent estimators (the weighted uniform sampling and estimator with a correcting multiplier) of the Monte Carlo method is investigated. Confidence intervals and upper bounds on the variances are obtained, and the computational cost of the corresponding discrete stochastic numerical scheme is estimated. 
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     title = {Discrete stochastic consistent estimators of the {Monte} {Carlo} method},
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S. V. Busygin; A. V. Voitishek; A. I. Efremov; E. G. Kablukova. Discrete stochastic consistent estimators of the Monte Carlo method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 9, pp. 1543-1555. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_9_a2/

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