A New Family of Estimators for Random Walk Problems

DOI10.1093/imamat/23.1.1zbMath0406.65001OpenAlexW2116972477MaRDI QIDQ4192871

Jerome Spanier

Publication date: 1979

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamat/23.1.1

zbMATH Keywords

Random Walk ProblemsBiased Importance Sampling EstimatorMonte Carlo EstimationWeighted Uniform Sampling Technique

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Statistical mechanics of ferroelectrics (82D45) Numerical quadrature and cubature formulas (65D32)

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