Improving Monte Carlo Efficiency by Increasing Variance
Year of publication: |
1992
|
---|---|
Authors: | Fishman, G. S. ; Kulkarni, V. G. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 38.1992, 10, p. 1432-1444
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | Monte Carlo | Markov chain | spanning tree | sampling |
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