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MR2031407 (2004m:65006) 65C05 (65D30)
Gajda, Piotr; Li, Youming; Plaskota, Leszek; Wasilkowski, Grzegorz W. A Monte Carlo algorithm for weighted integration over $\Bbb R\sp d$. Math. Comp. 73 (2004), no. 246, 813–825 (electronic).
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