scientific article; zbMATH DE number 4032891

MaRDI QIDQ3773155zbMATH OpenFDO

Authors G. A. Mikhaĭlov

Publication date 1987

zbMATH Keywords

collisionlinear functionalsMonte Carlo estimationnumerical examplessimulation of random numbers and vectors

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20)

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• Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation
• An improved ``walk on equations Monte Carlo algorithm for linear algebraic systems
• The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms
• On the problems of linear programming with integral coefficients
• Investigation and reduction of variance of a weighted estimate in numerical statistical simulation
• Discrete stochastic consistent estimators of the Monte Carlo method
• Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer
• Optimal oversampling ratio in two-step simulation
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