Voitishek Anton Vatslavovich

Publications in Math-Net.Ru

1. Choice of approximation bases used in computational functional algorithms for approximating probability densities for a given sample
   
   Sib. Zh. Vychisl. Mat., 27:2 (2024),  147–164
2. Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample
   
   Zh. Vychisl. Mat. Mat. Fiz., 61:9 (2021),  1431–1446
3. Classification and applications of randomized functional numerical algorithms for the solution of second-kind Fredholm integral equations
   
   Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 155 (2018),  3–19
4. Development and optimization of randomized functional numerical methods for solving the practically significant Fredholm integral equations of the second kind
   
   Sib. Zh. Ind. Mat., 21:2 (2018),  32–45
5. Аналитический подход к изучению граничного эффекта в одномерном рандомизированном численном алгоритме построения адаптивных сеток
   
   Zh. Vychisl. Mat. Mat. Fiz., 53:2 (2013),  195–208
6. Analytical description for application of 1D Kohonen scheme for constructing adaptive meshes
   
   Sib. Zh. Vychisl. Mat., 14:2 (2011),  131–140
7. Minimal variance of an integer stochastic value
   
   Sib. Zh. Vychisl. Mat., 12:3 (2009),  269–272
8. Constrained optimization of the randomized iterative method
   
   Zh. Vychisl. Mat. Mat. Fiz., 49:7 (2009),  1148–1157
9. The use of order statistic numerical simulation algorithms
   
   Zh. Vychisl. Mat. Mat. Fiz., 48:12 (2008),  2237–2246
10. Discrete stochastic consistent estimators of the Monte Carlo method
    
    Zh. Vychisl. Mat. Mat. Fiz., 48:9 (2008),  1543–1555
11. Error estimation for multidimensional analogue of the polygon of frequencies method
    
    Sib. Zh. Vychisl. Mat., 5:1 (2002),  11–24
12. Use of the important sample in Monte Carlo method
    
    Sib. Zh. Vychisl. Mat., 4:2 (2001),  111–122
13. Using the Strang–Fix approximation for Monte Carlo calculating of multiple integrals
    
    Sib. Zh. Vychisl. Mat., 2:2 (1999),  111–122
14. On the permissible class of interpolations for discrete-stochastic procedures of global estimation of functions
    
    Sib. Zh. Vychisl. Mat., 1:2 (1998),  119–134
15. On the paper “Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind”
    
    Sibirsk. Mat. Zh., 37:3 (1996),  714
16. Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
    
    Zh. Vychisl. Mat. Mat. Fiz., 36:8 (1996),  23–38
17. Convergence of computational models of random fields associated with Palm point flows
    
    Dokl. Akad. Nauk, 335:3 (1994),  291–294
18. Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind
    
    Sibirsk. Mat. Zh., 35:4 (1994),  728–736
19. The functional convergence of the limits and models in the Monte Carlo method
    
    Zh. Vychisl. Mat. Mat. Fiz., 32:10 (1992),  1641–1651
20. Probabilistic approach to finding the asymptotic behavior of the solution of nonlinear difference equations
    
    Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1982, no. 4,  22–28


21. On the anniversary of Gennadii Alekseevich Mikhailov
    
    Sib. Zh. Vychisl. Mat., 17:2 (2014),  105–109
22. On the anniversary of Gennady Alekseevich Mikhailov
    
    Sib. Zh. Vychisl. Mat., 7:2 (2004),  97–101