Vector estimators of the Monte Carlo method with a finite variance (Q2870269)
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scientific article; zbMATH DE number 6247659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector estimators of the Monte Carlo method with a finite variance |
scientific article; zbMATH DE number 6247659 |
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Vector estimators of the Monte Carlo method with a finite variance (English)
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17 January 2014
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vector estimator
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Monte Carlo method
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algorithm with branching
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system of second-kind integral equations
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finite variance
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Several algorithms of weighted Monte Carlo estimators for solving a system of second-kind integral equations are exploited. A majorant comparison criterion is applied to analyze the finite variance property of the collision based estimator. An algorithm with branching is also discussed.
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