Monte Carlo Splitting Importance Sampling

DOI10.1515/MCMA.1995.1.3.241MaRDI QIDQ4868313zbMATH OpenOpenAlexFDO

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

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)

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