Using the approximation functional bases in Monte Carlo methods

DOI10.1515/156939803322681176zbMath1043.65006OpenAlexW4237464655MaRDI QIDQ4454032

A. V. Voitishek, Evgeniya G. Kablukova

Publication date: 7 March 2004

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939803322681176

zbMATH Keywords

stabilityMonte Carlo algorithmsstochastic algorithmsfunction approximationcomparative analysisstatistical simulationimportance sampling methodrejection methodsmain part selection methodprobabilistic densitiestwo-sided geometrical method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (3)

The use of order statistic numerical simulation algorithms ⋮ Discrete stochastic consistent estimators of the Monte Carlo method ⋮ A use of algorithms for numerical modeling of order statistics

Cites Work

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