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cond-mat.stat-mech2003
Reweighted techniques: definition and asymptotic convergence
Cristian Predescu
I define and characterize the reweighted methods, which are techniques used in conjunction with the random series implementation of the Feynman-Kac formula. I prove several converg…
cond-mat.stat-mech2003★ 4 cited
Asymptotic convergence of the partial averaging technique
Cristian Predescu, J. D. Doll, David L. Freeman
We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asym…