The Complexity of Simulating Brownian Motion. Binder, I. & Braverman, M. In Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms, of SODA '09, pages 58–67, Philadelphia, PA, USA, 2009. Society for Industrial and Applied Mathematics. Paper bibtex @INPROCEEDINGS{BB09a,
author = {Binder, Ilia and Braverman, Mark},
title = {The Complexity of Simulating {B}rownian Motion},
booktitle = {Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete
Algorithms},
year = {2009},
series = {SODA '09},
pages = {58--67},
address = {Philadelphia, PA, USA},
publisher = {Society for Industrial and Applied Mathematics},
acmid = {1496777},
file = {BB09a.pdf:BB09a.pdf:PDF},
keywords = {bib, cca},
location = {New York, New York},
numpages = {10},
url = {http://dl.acm.org/citation.cfm?id=1496770.1496777}
}
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