RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1990 Volume 30, Number 1, Pages 122–134 (Mi zvmmf3327)

This article is cited in 2 papers

Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles

A. V. Lappa

Chelyabinsk

Abstract: A closed Integral representation is given for a moment of an arbitrary order of an arbitrary additive stochastic characteristic of a cascade process involving the transport of particles in a substance. An unbiased non-simulation estimate of the Monte-Carlo method is proposed for calculating such moments on the trajectories of a branching Markov process with discrete time. An example of the efficient use of the estimate is given.

UDC: 519.676

Received: 19.04.1988
Revised: 06.03.1989


 English version:
USSR Computational Mathematics and Mathematical Physics, 1990, 30:1, 91–100

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024