File: Monte-Carlo-Integration-References-and-Further-Reading.html

package info (click to toggle)
gsl-ref-html 1.14-1
  • links: PTS
  • area: non-free
  • in suites: squeeze
  • size: 4,628 kB
  • ctags: 3,088
  • sloc: makefile: 33
file content (71 lines) | stat: -rw-r--r-- 3,159 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
<html lang="en">
<head>
<title>Monte Carlo Integration References and Further Reading - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.11">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Monte-Carlo-Integration.html" title="Monte Carlo Integration">
<link rel="prev" href="Monte-Carlo-Examples.html" title="Monte Carlo Examples">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 The GSL Team.

Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below).  A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.

(a) The Back-Cover Text is: ``You have the freedom to copy and modify this
GNU Manual.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
  pre.display { font-family:inherit }
  pre.format  { font-family:inherit }
  pre.smalldisplay { font-family:inherit; font-size:smaller }
  pre.smallformat  { font-family:inherit; font-size:smaller }
  pre.smallexample { font-size:smaller }
  pre.smalllisp    { font-size:smaller }
  span.sc    { font-variant:small-caps }
  span.roman { font-family:serif; font-weight:normal; } 
  span.sansserif { font-family:sans-serif; font-weight:normal; } 
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Monte-Carlo-Integration-References-and-Further-Reading"></a>
Previous:&nbsp;<a rel="previous" accesskey="p" href="Monte-Carlo-Examples.html">Monte Carlo Examples</a>,
Up:&nbsp;<a rel="up" accesskey="u" href="Monte-Carlo-Integration.html">Monte Carlo Integration</a>
<hr>
</div>

<h3 class="section">24.6 References and Further Reading</h3>

<p>The <span class="sc">miser</span> algorithm is described in the following article by Press
and Farrar,

     <ul>
<li>W.H. Press, G.R. Farrar, <cite>Recursive Stratified Sampling for
Multidimensional Monte Carlo Integration</cite>,
Computers in Physics, v4 (1990), pp190&ndash;195. 
</ul>

<p class="noindent">The <span class="sc">vegas</span> algorithm is described in the following papers,

     <ul>
<li>G.P. Lepage,
<cite>A New Algorithm for Adaptive Multidimensional Integration</cite>,
Journal of Computational Physics 27, 192&ndash;203, (1978)

     <li>G.P. Lepage,
<cite>VEGAS: An Adaptive Multi-dimensional Integration Program</cite>,
Cornell preprint CLNS 80-447, March 1980
</ul>

<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>