scientific article; zbMATH DE number 4032891

MaRDI QIDQ3773155zbMATH OpenFDO

Authors G. A. Mikhaĭlov

Publication date 1987

zbMATH Keywords

numerical exampleslinear functionalscollisionMonte Carlo estimationsimulation of random numbers and vectors

Mathematics Subject Classification ID

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)

Recommendations

• scientific article; zbMATH DE number 4145206
• scientific article; zbMATH DE number 52670
• scientific article; zbMATH DE number 56056
• Optimization of Monte Carlo weighted methods for part of variables
• scientific article; zbMATH DE number 766285

Cited in

(26)

• A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
• scientific article; zbMATH DE number 766285 (Why is no real title available?)
• Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer
• An improved ``walk on equations Monte Carlo algorithm for linear algebraic systems
• Minimax theory of weighted Monte Carlo methods
• scientific article; zbMATH DE number 53758 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 52670 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3949587 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4145206 (Why is no real title available?)
• Classification and applications of randomized functional numerical algorithms for the solution of second-kind Fredholm integral equations
• The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms
• Discrete stochastic consistent estimators of the Monte Carlo method
• scientific article; zbMATH DE number 56056 (Why is no real title available?)
• scientific article; zbMATH DE number 2097079 (Why is no real title available?)
• Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3773155)