To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' (Q1921800)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' |
scientific article |
Statements
To the theory of the estimators of the Monte Carlo method which are connected with a ``random walk by spheres'' (English)
0 references
15 October 1996
0 references
We consider some new aspects of the theory of special estimators of the Monte Carlo method which was earlier developed by the authors in solving the Dirichlet problem for the Helmholtz equation. We also demonstrate ineffectiveness of the ``inverse mean value theorem'' in justifying such estimators.
0 references
Monte Carlo method
0 references
Dirichlet problem
0 references
Helmholtz equation
0 references
0 references