Convergence of numerical models of random fields in Monte Carlo method

DOI10.1515/RNAM.1992.7.5.441MaRDI QIDQ4697661zbMATHOpenAlexFDO

Authors

Publication date 7 May 1995

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/rnam.1992.7.5.441

zbMATH Keywords

convergenceMonte Carlo methodstatistical modellingstochastic estimatesmodels of random fields

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Random fields (60G60)

Recommendations

• scientific article
• The functional convergence of the limits and models in the Monte Carlo method
• scientific article; zbMATH DE number 4092488
• scientific article; zbMATH DE number 804057

Cited in

(8)

• scientific article; zbMATH DE number 4092488 (Why is no real title available?)
• scientific article; zbMATH DE number 1303209 (Why is no real title available?)
• A statistical method for verifying mesh convergence in Monte Carlo simulations with application to fragmentation
• Probabilistic effective characteristics of cables for superconducting coils
• Model fields in crossing theory: a weak convergence perspective
• The functional convergence of the limits and models in the Monte Carlo method
• scientific article; zbMATH DE number 4068107 (Why is no real title available?)
• Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling

This page was built for publication: Convergence of numerical models of random fields in Monte Carlo method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4697661)