The systematic error in the generations method for a kernel of mixed sign (Q1973278)
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scientific article; zbMATH DE number 1436925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The systematic error in the generations method for a kernel of mixed sign |
scientific article; zbMATH DE number 1436925 |
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The systematic error in the generations method for a kernel of mixed sign (English)
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7 October 2001
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The generations method (GM) in its original form gives a Monte Carlo estimate for the first eigenvalue of a symmetric integral operator with positive kernel. The systematic error is of order \(N^{-1}\) where \(N\) is the number of points used. The author introduces and investigates a modification of the GM which is applicable also for operators with non-positive kernels and has the same systematic error \(O(N^{-1})\).
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Monte Carlo methods
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Markov processes
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eigenvalues
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error bounds
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generations method
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symmetric integral operator
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