The systematic error in the generations method for a kernel of mixed sign (Q1973278): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q188853 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: Rudolf Wegmann / rank | |||
Normal rank | |||
Revision as of 11:28, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The systematic error in the generations method for a kernel of mixed sign |
scientific article |
Statements
The systematic error in the generations method for a kernel of mixed sign (English)
0 references
7 October 2001
0 references
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 \(O(N^{-1})\).
0 references
Monte Carlo methods
0 references
Markov processes
0 references
eigenvalues
0 references
error bounds
0 references
generations method
0 references
symmetric integral operator
0 references
