antithetic sampling
1антитетическая дискретизация — Дискретизация, осуществляемая в моменты времени, которые не являются для сигнала значащими, т.е. не связаны с изменениями его состояния. [Л.М. Невдяев. Телекоммуникационные технологии. Англо русский толковый словарь справочник. Под редакцией Ю.М …
2Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …
3Uniform distribution (continuous) — Uniform Probability density function Using maximum convention Cumulative distribution function …
4Variance reduction — In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the …
5Control variates — The control variates method is a variance reduction technique used in Monte Carlo methods. It exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity.[1] Contents 1… …
6Stone Age — the period in the history of humankind, preceding the Bronze Age and the Iron Age, and marked by the use of stone implements and weapons: subdivided into the Paleolithic, Mesolithic, and Neolithic periods. [1860 65] * * * First known period of… …
7Islamic arts — Visual, literary, and performing arts of the populations that adopted Islam from the 7th century. Islamic visual arts are decorative, colourful, and, in religious art, nonrepresentational; the characteristic Islamic decoration is the arabesque.… …
