Publication | Closed Access
Splitting Techniques
45
Citations
0
References
2009
Year
Unknown Venue
Mathematical ProgrammingIntroduction PrinciplesComputational EconomicsComputational FinanceEngineeringValidated NumericsRandomized AlgorithmSimplified SettingProbability TheoryComputer ScienceCentral Limit TheoremMathematical StatisticApproximation TheoryStatistics
Introduction Principles and implementations Analysis in a simplified setting: a coin-flipping model Analysis and central limit theorem in a more general setting A numerical illustration References