Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations
type: Item
instance of: scholarly article
title: Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations
zbMATH Open document ID: 1391.65011
published in: Statistics \& Probability Letters
publication date: 2018-06-20T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 65Z05
zbMATH DE Number: 6891978
zbMATH Keywords: von Mises-Fisher distribution
zbMATH Keywords: diffusion-advection equation
zbMATH Keywords: survival probability
zbMATH Keywords: random walk on spheres
zbMATH Keywords: cathodoluminescence
author: Karl Sabelfeld
MaRDI profile type: Publication
full work available at URL: j.spl.2018.03.002
OpenAlex ID: W2789534370
cites work: The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
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cites work: Moments of von Mises and Fisher distributions and applications
cites work: Q3999269
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cites work: Stochastic Methods for Boundary Value Problems
DOI: 10.1016/J.SPL.2018.03.002
description: scientific article; zbMATH DE number 6891978