The systematic error in the generations method for a kernel of mixed sign (Q1973278): Difference between revisions

The generations method (GM) in its original form gives a Monte Carlo estimate for the first eigenvalue of a symmetric integral operator with positive kernel. The systematic error is of order \(N^{-1}\) where \(N\) is the number of points used. The author introduces and investigates a modification of the GM which is applicable also for operators with non-positive kernels and has the same systematic error \(O(N^{-1})\).