Proceedings of the 2013 International Symposium on Nonlinear Theory and its Applications
2013
Session Number:B1L-C
Session:
Number:213
Super-efficiency and Approximate Super-efficiency in Monte Carlo Simulation Methodology
Cheng-An Yang, Kung Yao, Ken Umeno, Ezio Biglieri,
pp.213-216
Publication Date:
Online ISSN:2188-5079
[1] R. Y. Rubinstein, Simulation and the Monte Carlo method. Wiley series in Probability and Mathematical Statistics, Wiley, 1981.
[2] K. Umeno, “Chaotic Monte Carlo Computation: A Dynamical Effect of Random-Number Generations,” Japanese Journal of Applied Physics, vol. 39, pp. 1442-1456, Mar. 2000.
[3] V. I. Arnol'd, Ergodic problems of classical mechanics, vol. 50. New York: Benjamin, 1968.
[4] K. Yao, “An Approximate Superefficient MC Method is Better Than Classical MC Method.” Unpublished Report, 2009.
[5] E. Biglieri, “Some notes on ”superefficient” Monte Carlo methods.” Unpublished Report, 2009.
[6] K. Umeno, Japanese Patent No. 3711270 (submitted on March 30, 2002, and granted on August 19, 2005), recorded in Japanese.