The systematic error in the generations method for a kernel of mixed sign (Q1973278)

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The systematic error in the generations method for a kernel of mixed sign
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    The systematic error in the generations method for a kernel of mixed sign (English)
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    7 October 2001
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    The generations method (GM) in its original form gives a Monte Carlo estimate for the first eigenvalue of a symmetric integral operator with positive kernel. The systematic error is of order \(N^{-1}\) where \(N\) is the number of points used. The author introduces and investigates a modification of the GM which is applicable also for operators with non-positive kernels and has the same systematic error \(O(N^{-1})\).
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    Monte Carlo methods
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    Markov processes
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    eigenvalues
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    error bounds
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    generations method
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    symmetric integral operator
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