On an algorithm for calculating the potential of a simple random walk on a cubic lattice

MaRDI QIDQ3363455zbMATH OpenFDO

Authors V. I. Kabanovich, A. M. Kurbatov

Publication date 1991

zbMATH Keywords

random walkcomputational complexitynumerical integrationpotentialalgorithmcubic lattice

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32) Sums of independent random variables; random walks (60G50)

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Cited in

(2)

• The evaluation of one family of triple integrals
• Calculation of a lattice function

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