Antithetic variates

Antithetic variates

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5110-1747-1

High Quality Content by WIKIPEDIA articles! The antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal (using Monte Carlo methods) has a square root convergence (standard deviation of the solution), a very large number of sample paths is required to obtain an accurate result.