scientific article; zbMATH DE number 4032891
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Publication:3773155
zbMATH Open0634.65002MaRDI QIDQ3773155FDOQ3773155
Authors: G. A. Mikhaĭlov 
Publication date: 1987
Title of this publication is not available (Why is that?)
Recommendations
numerical exampleslinear functionalscollisionMonte Carlo estimationsimulation of random numbers and vectors
Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20)
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- A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
- Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer
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- An improved ``walk on equations Monte Carlo algorithm for linear algebraic systems
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- Minimax theory of weighted Monte Carlo methods
- Investigation and improvement of biased Monte Carlo estimates
- Development and optimization of randomized functional numerical methods for solving the practically significant Fredholm integral equations of the second kind
- Title not available (Why is that?)
- On the problems of linear programming with integral coefficients
- Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting
- Variance reduction techniques for estimation of integrals over a set of branching trajectories
- Optimization of Monte Carlo weighted methods for part of variables
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- Optimal oversampling ratio in two-step simulation
- Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation
- Effective averaging of stochastic radiative models based on Monte Carlo simulation
- New estimates of the variance in the Monte Carlo method when an approximate value function is used
- Optimal weighted Monte-Carlo methods
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- The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms
- Classification and applications of randomized functional numerical algorithms for the solution of second-kind Fredholm integral equations
- Discrete stochastic consistent estimators of the Monte Carlo method
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- Investigation and reduction of variance of a weighted estimate in numerical statistical simulation
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