Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations

DOI10.1016/j.spl.2018.03.002zbMath1391.65011OpenAlexW2789534370MaRDI QIDQ1642263

K. K. Sabel'fel'd

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.03.002

zbMATH Keywords

von Mises-Fisher distributionsurvival probabilitycathodoluminescencerandom walk on spheresdiffusion-advection equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Cites Work

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• Moments of von Mises and Fisher distributions and applications
• Stochastic Methods for Boundary Value Problems
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution