Investigation and improvement of biased Monte Carlo estimates

DOI10.1134/S0965542515010157zbMath1320.82003MaRDI QIDQ2354412

Gennady A. Mikhailov, Galiya Z. Lotova

Publication date: 13 July 2015

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

histogramtime complexitytime stepstatistical modelingPoisson ensemblecollision estimatefree pathdouble local estimate

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (2)

New Monte Carlo algorithms for investigation of criticality fluctuations in the particle scattering process with multiplication in stochastic media ⋮ Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases

Uses Software

• PARMONC

Cites Work

• Unnamed Item
• A numerical-statistical estimate for a particle flux with finite variance
• Algorithms for exact and approximate statistical simulation of Poisson ensembles
• Modification of the ‘double local estimate’ of the Monte Carlo method in radiation transfer theory

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