On zero variance Monte Carlo path-stretching schemes
Journal Article
·
· Nucl. Sci. Eng.; (United States)
OSTI ID:5313847
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game.
- Research Organization:
- Central Research Institute for Physics, P.O. Box 49, 1525 Budapest
- OSTI ID:
- 5313847
- Journal Information:
- Nucl. Sci. Eng.; (United States), Journal Name: Nucl. Sci. Eng.; (United States) Vol. 84:4; ISSN NSENA
- Country of Publication:
- United States
- Language:
- English
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