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4. Acceleration techniques
We address here the notion of the cost of a Monte Carlo type method, i.e. the complexity of the computational procedures, and, more specifically, their efficiency. In particular, we describe general methods for improving it (see also [6] for more details).
4.1 Efficiency
To compare the efficiency of two different Monte Carlo methods, we look at both the variances of the two estimators and the corresponding computation times. If we denote by
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Acceleration techniques
Pseudo-random number generation
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