Recurrent partial averaging in the theory of weighted Monte Carlo methods
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Publication:3632745
DOI10.1515/RJNAMM.2009.016zbMath1171.65003OpenAlexW2034292264MaRDI QIDQ3632745
Gennady A. Mikhailov, Ilia N. Medvedev
Publication date: 12 June 2009
Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rjnamm.2009.016
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Numerical analysis or methods applied to Markov chains (65C40) Fredholm integral equations (45B05)
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