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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
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Abstract

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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

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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