Optimization of Monte Carlo weighted methods for part of variables (Q4463681)

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scientific article; zbMATH DE number 2069790
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Optimization of Monte Carlo weighted methods for part of variables
scientific article; zbMATH DE number 2069790

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    Optimization of Monte Carlo weighted methods for part of variables (English)
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    27 May 2004
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    Monte Carlo weighted method
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    terminating Markov chain
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    modelling the free path
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    partial optimization of modelling
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    linear functionals
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    second kind integral equation
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    importance sampling
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    sub-Markovian kernel
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    variance reduction
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    collision estimate
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    algorithm
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