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Дата изменения: Tue Aug 15 14:37:35 2000 Дата индексирования: Mon Oct 1 22:47:02 2012 Кодировка: |
The idea of importance sampling technique is based on diminution of variance by
a proper choice of the density function g(x). The general solution of this
problem could be in choosing
However this solution is useless because it returns us to the problem of evaluation of integral and requires a generation of sampling points for complicated density function.
To bypass these problems VEGAS seeks this function
in the factored form
The following parameters manage VEGAS work: