ISSN:
0945-3245
Keywords:
AMS(MOS)65C05, 65D30
;
CR 5.13, 5.16
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary An interactive procedure is discussed for generating samples from the density function of Ermakov and Zolotukhin for application to Monte Carlo multiple integration and interpolation. The computational details of the implementation are described together with a numerical example.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01396186
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