Vector estimators of the Monte Carlo method with a finite variance
type: Item
instance of: scholarly article
title: Vector estimators of the Monte Carlo method with a finite variance
zbMATH Open document ID: 1290.65002
published in: Russian Journal of Numerical Analysis and Mathematical Modelling
publication date: 2014-01-17T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45F05
zbMATH DE Number: 6247659
zbMATH Keywords: vector estimator
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: algorithm with branching
zbMATH Keywords: system of second-kind integral equations
zbMATH Keywords: finite variance
author: I. N. Medvedev
MaRDI profile type: Publication
full work available at URL: rnam-2013-0014
OpenAlex ID: W1993227892
DOI: 10.1515/RNAM-2013-0014
review text: Several algorithms of weighted Monte Carlo estimators for solving a system of second-kind integral equations are exploited. A majorant comparison criterion is applied to analyze the finite variance property of the collision based estimator. An algorithm with branching is also discussed.
reviewed by: Gong Guanglu
description: scientific article; zbMATH DE number 6247659