Weighted statistical modelling algorithms with branching and extension of a model ensemble of interacting particles

DOI10.1515/rnam-2016-0021zbMath1388.82020OpenAlexW2491605209MaRDI QIDQ738811

Sergey V. Rogasinsky

Publication date: 16 August 2016

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/rnam-2016-0021

zbMATH Keywords

auxiliary weightweight estimatorbranching of a trajectoryensemble of interacting particlesexpansion of the model ensembleMarkov's chain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Numerical analysis or methods applied to Markov chains (65C40)

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Cites Work

• Probabilistic model of many-particle evolution and estimation of solutions to a nonlinear kinetic equation
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