From de9d4792efff7623df9d90e9953f5adca1e20108 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Fri, 4 Mar 2016 13:54:20 +0000 Subject: ajout biblio --- doc/rapport.bib | 27 +++++++++++++++++++++++++++ doc/rapport.tex | 19 +++++++++++++++---- 2 files changed, 42 insertions(+), 4 deletions(-) create mode 100644 doc/rapport.bib (limited to 'doc') 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} -- cgit v1.2.3-70-g09d2