Monte Carlo Splitting Importance Sampling

DOI10.1515/MCMA.1995.1.3.241zbMATH Open0845.65071OpenAlexW2113100081MaRDI QIDQ4868313FDOQ4868313

Authors: A. V. Starkov 

Publication date: 9 September 1996

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1995.1.3.241

Recommendations

• scientific article; zbMATH DE number 4082918
• The efficiency study of splitting and branching in the Monte Carlo method
• Monte Carlo method for solving Fredholm integral equations of the second kind
• scientific article; zbMATH DE number 4126662
• scientific article; zbMATH DE number 4201568

zbMATH Keywords

Markov chainimportance samplingMonte Carlo methodFredholm-type integral equationsplitting random walk

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

This page was built for publication: Monte Carlo Splitting Importance Sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4868313)