To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' (Q1921800)
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scientific article; zbMATH DE number 923520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' |
scientific article; zbMATH DE number 923520 |
Statements
To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' (English)
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15 October 1996
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We consider some new aspects of the theory of special estimators of the Monte Carlo method which was earlier developed by the authors in solving the Dirichlet problem for the Helmholtz equation. We also demonstrate ineffectiveness of the ``inverse mean value theorem'' in justifying such estimators.
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Monte Carlo method
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Dirichlet problem
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Helmholtz equation
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