A Retrospective and Prospective Survey of the Monte Carlo Method

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Next article A Retrospective and Prospective Survey of the Monte Carlo MethodJohn H. HaltonJohn H. Haltonhttps://doi.org/10.1137/1012001PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] B. V. Gnedenko, The Theory of Probability, Chelsea, New York, 1962 Google Scholar[2] A. S. Frolov and , N. N. Chentsov, Use of dependent tests in the Monte Carlo method for obtaining smooth curves, Proc. Sixth All-Union Conf. Theory Prob. and Math. Statist. (Vilnius, 1960) (Russian), Gosudarstv. Izdat. Politi cesk. i Naučn. Lit. Litovsk. SSR, Vilnius, 1962, 425–437 MR0196902 Google Scholar[3] J. H. Halton, A general formulation of the Monte Carlo method and "strong laws" for certain sequential schemes, MRC Tech. Summary Rep., 690, Mathematics Research Center, University of Wisconsin, Madison, 1966 Google Scholar[4] John H. 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