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authorBertrand <bertrand.horel@gmail.com>2016-04-08 15:32:58 +0000
committerBertrand <bertrand.horel@gmail.com>2016-04-08 15:32:58 +0000
commit41232ed13fa2238160d4dd23cfab1b00469aeee9 (patch)
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parenta6228f687b481e498ebe1104ec493b70cc439138 (diff)
downloadprojet_C++-41232ed13fa2238160d4dd23cfab1b00469aeee9.tar.gz
début stratified sampling
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@article{tuffin2004randomization,
- title={Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation*},
+ title={Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation},
author={Tuffin, Bruno},
journal={Monte Carlo Methods and Applications mcma},
volume={10},
@@ -25,3 +25,23 @@
HAL_ID = {hal-00192540},
HAL_VERSION = {v2},
}
+
+@article{Tuffin:1997:VRA:268403.268419,
+ author = {Tuffin, Bruno},
+ title = {Variance Reduction Applied to Product Form Multiclass Queuing Networks},
+ journal = {ACM Trans. Model. Comput. Simul.},
+ issue_date = {Oct. 1997},
+ volume = {7},
+ number = {4},
+ month = oct,
+ year = {1997},
+ issn = {1049-3301},
+ pages = {478--500},
+ numpages = {23},
+ url = {http://doi.acm.org/10.1145/268403.268419},
+ doi = {10.1145/268403.268419},
+ acmid = {268419},
+ publisher = {ACM},
+ address = {New York, NY, USA},
+ keywords = {Monte Carlo, antithetic variates, low discrepancy sequences, product-form networks, variance reduction},
+}