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New weighted ``trace length estimators in the Monte Carlo methods - MaRDI portal

New weighted ``trace length estimators in the Monte Carlo methods

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Publication:1972622

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zbMath0940.65005MaRDI QIDQ1972622

Gennady A. Mikhailov

Publication date: 13 April 2000

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo method Markov chain radiation transport weighted estimates parametric differentiation of weighted estimators trace length estimator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Transport processes in time-dependent statistical mechanics (82C70)

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