A weight Monte Carlo estimation of fluctuations in branching processes

DOI10.1515/MCMA-2023-2015MaRDI QIDQ6554569zbMATH OpenFDO

Authors V. V. Uchaikin, Elena Kozhemiakina

Publication date 12 June 2024

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

Full work available at URL https://doi.org/10.1515/MCMA-2023-2015

zbMATH Keywords

additive detectordetector responserandom numberssimulation by importancevariance of estimators

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Sensitivity (robustness) (93B35)

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Cites work

• scientific article; zbMATH DE number 52670 (Why is no real title available?)
• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 843491 (Why is no real title available?)
• Monte Carlo simulation of particle transport with multiplication
• The monte-carlo method for estimating functionals from eigenmeasures of linear integral operators
• Variance of the simplest Monte Carlo estimators in the sign-changing case
• Why the Monte Carlo method is so important today

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