Suggested Reading: Monte Carlo Variance Reduction

The MCNP manual describes variance reduction techniques used in MCNP:

MCNP4A Manual

A very simple introduction, applying variance reduction techniques to dice is:

Use of Different Monte Carlo Sampling Techniques
Herman Kahn's article, pages 146-155 in: Symposium on Monte Carlo Methods, Edited by Herbert A. Meyer (March 16-17, 1954).

A modern book reviewing Monte Carlo transport methods, with wonderful reference lists is:

Monte Carlo Particle Transport Methods: Neutron and Photon Calculations
Ivan Lux and Laszlo Koblinger, CRC Press, Inc. (1991).

A book containing a description of much of the physics and mathematics in MCNP is:

Particle-Transport Simulation with the Monte Carlo Method
L. L. Carter and E. D. Cashwell, ERDA Critical Review Series, National Technical Information Service, TID-26607 (1975).

A standard theoretical Monte Carlo transport book is:

Monte Carlo Principles and Neutron Transport Problems
Jerome Spanier and Ely M. Gelbard, Addison-Wesley Publishing Company (1969).

A report demonstrating MCNP variance reduction is:

A Sample Problem for Variance Reduction in MCNP
Thomas E. Booth, Los Alamos National Laboratory Report, LA-10363-MS (1985).

Videotapes of lectures based on above report:

MCNP Variance Reduction Techniques
(Four videotaped seminars: reels 12-15)
Thomas E. Booth, Magnetic Fusion Energy Conference on MCNP, Oct. 1983, Los Alamos, New Mexico.
(Videotapes of the entire conference are available from Radiation Shielding Information Center, Oak Ridge National Laboratory, Oak Ridge, TN 37830)

A theoretical paper justifying arbitrary combinations of variance reduction techniques:

Unbiased Combinations of Nonanalog Monte Carlo Techniques and Fair Games
Thomas E. Booth and Shane P. Pederson, Nuclear Science and Engineering: 110,254-261(1992).