Convergence of numerical models of random fields in Monte Carlo method

DOI10.1515/RNAM.1992.7.5.441zbMATH Open0816.65148OpenAlexW2014418020MaRDI QIDQ4697661FDOQ4697661

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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

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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)

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• A statistical method for verifying mesh convergence in Monte Carlo simulations with application to fragmentation
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• Model fields in crossing theory: a weak convergence perspective
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