Sufficient Conditions for a Central Limit Theorem to Assess the Error of Randomized Quasi-Monte Carlo Methods.

Marvin K. Nakayama Bruno Tuffin

Published in: WSC (2021)

Keyphrases

sufficient conditions
monte carlo methods
central limit theorem
monte carlo
probability distribution
simulated annealing
bayesian networks
asymptotic stability
monte carlo method
lyapunov function
neural network