Blanchet, J., Leder, K., & Glynn, P. (2008). Strongly efficient algorithms for light-tailed random walks: An old folk song sung to a faster new tune. In Proceedings of the Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2008). Springer, Berlin (pp. 227-248).
Abstract
Proceedings of the Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2008). Springer, Berlin
Authors
J Blanchet, K Leder, P Glynn
Publication date
2008
