Weighted Monte Carlo algorithms with branching corresponding member of the RAS

DOI10.1134/S106456240803006XzbMath1161.65004MaRDI QIDQ954187

Gennady A. Mikhailov

Publication date: 10 November 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

estimationintegral equationboundary value problemMarkov chainNeumann seriesexpectationwalk on spheresbranching of the trajectoryWeghted Monte Carlo algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Boundary value problems for second-order elliptic equations (35J25) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Minimax optimization of the numerical-statistical similar trajectory method

Cites Work

• New Monte Carlo methods with estimating derivatives

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