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-rw-r--r--doc/rapport.bib27
-rw-r--r--doc/rapport.tex19
2 files changed, 42 insertions, 4 deletions
diff --git a/doc/rapport.bib b/doc/rapport.bib
new file mode 100644
index 0000000..4f376b9
--- /dev/null
+++ b/doc/rapport.bib
@@ -0,0 +1,27 @@
+@article{tuffin2004randomization,
+ 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},
+ number={3-4},
+ pages={617--628},
+ year={2004}
+}
+
+@article{etore:hal-00192540,
+ TITLE = {{Adaptive optimal allocation in stratified sampling methods}},
+ AUTHOR = {Etore, Pierre and Jourdain, Benjamin},
+ URL = {https://hal.archives-ouvertes.fr/hal-00192540},
+ JOURNAL = {{Methodology and Computing in Applied Probability}},
+ PUBLISHER = {{Springer Verlag}},
+ VOLUME = {12},
+ NUMBER = {3},
+ PAGES = {335-360},
+ YEAR = {2010},
+ MONTH = Sep,
+ DOI = {10.1007/s11009-008-9108-0},
+ KEYWORDS = {adaptive Monte Carlo methods ; stratified sampling ; mathematical finance},
+ PDF = {https://hal.archives-ouvertes.fr/hal-00192540/file/propopt.pdf},
+ HAL_ID = {hal-00192540},
+ HAL_VERSION = {v2},
+}
diff --git a/doc/rapport.tex b/doc/rapport.tex
index 4d9b2bd..b43940f 100644
--- a/doc/rapport.tex
+++ b/doc/rapport.tex
@@ -1,14 +1,25 @@
\documentclass[a4paper, 11pt]{article}
\usepackage{fontspec}
+\usepackage{amssymb}
+\usepackage[capitalize,noabbrev]{cleveref}
+\usepackage[backend=biber,style=trad-plain]{biblatex}
+\addbibresource{rapport.bib}
+\newcommand{\E}{\mathbb{E}}
\begin{document}
-\section{Introduction}
-blablaba
+\section*{Introduction}
+Sujet : Comparer les performances des méthodes de stratification exposées dans et de QMC randomisées
+exposées dans sur les exemples présentés dans \cite{etore:hal-00192540}
\section{Mes supers résultats}
-Voilà une équation:
+On veut calculer l'espérance : $\E(f(X))=\sum_{i=1}^Ip_if(X_i)$
+
+\[\hat{c}=\sum_{i=1}^I\frac{p_i}{N_i}\sum_{j=1}^{N_i}f(X_i^j)=
+\frac{1}{N}\sum_{i=1}^I\frac{p_i}{q_i}\sum_{j=1}^{q_iN}f(X_i^j)\]
+
+\[a \leq b \]
-\[e^{\iota \pi}+1 =0\]
\begin{center}
\input{doc/table.tex}
\end{center}
+\printbibliography
\end{document}