SIAM Journal on Numerical Analysis, Vol. 30, No. 6 (Dec., 1993), pp. 1558-1573 (16 pages) The convergence of the Monte Carlo method for numerical integration can often be improved by replacing random ...
The Monte Carlo simulation technique, named for the famous Monaco gambling resort, originated during World War II as a way to model potential outcomes from a random chain of events. It is particularly ...
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