Hostname: page-component-cd9895bd7-8ctnn Total loading time: 0 Render date: 2024-12-28T02:17:43.743Z Has data issue: false hasContentIssue false
  • English
  • Français

A rigorous lower bound for the efficiency of a Monte Carlo technique

Published online by Cambridge University Press:  24 October 2008

D. C. Handscomb
D. C. Handscomb
Affiliation:
Computing Laboratory, University of Oxford
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Research Notes
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 60 , Issue 2 , April 1964 , pp. 357 - 358
Copyright
Copyright © Cambridge Philosophical Society 1964

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

(1)Achieser, N. I.Theory of approximation (Ungar; New York, 1956).Google Scholar
(2)Halton, J. H. and Handscomb, D. C.A method for increasing the efficiency of Monte Carlo integration. J. Assoc. Comput. Mach. 4 (1957), 329–340.CrossRefGoogle Scholar
(3)Hammersley, J. M. and Morton, K. W.A new Monte Carlo technique: antithetic variates. Proc. Cambridge Philos. Soc. 52 (1956), 449–475.CrossRefGoogle Scholar