Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method)

DOI10.15372/SJNM20190205OpenAlexW4232901847MaRDI QIDQ5043018

Gennady A. Mikhailov

Publication date: 26 October 2022

Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/sjvm709

zbMATH Keywords

random mediumrandomized algorithmsplitting methodprobabilistic modelrandom parameterdouble randomization methodstatistic modelingstatistic kernel estimator

Mathematics Subject Classification ID

Numerical analysis (65-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (1)

New correlative randomized algorithm for estimating the influence of the medium stochasticity on particle transport

Cites Work

• Effective averaging of stochastic radiative models based on Monte Carlo simulation
• Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases
• Randomized projection method for estimating angular distributions of polarized radiation based on numerical statistical modeling
• Comparative analysis of vector algorithms for statistical modelling of polarized radiative transfer process
• Monte Carlo methods for estimating the probability distributions of criticality parameters of particle transport in a randomly perturbed medium
• Algorithms for exact and approximate statistical simulation of Poisson ensembles
• On Estimation of a Probability Density Function and Mode
• Numerical models of mosaic homogeneous isotropic random fields and problems of radiative transfer
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method)