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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1990, Volume 30, Number 1, Pages 122–134 (Mi zvmmf3327)  
This article is cited in 2 scientific papers (total 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
Full-text PDF (1386 kB) Citations (2)
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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.
Received: 19.04.1988
Revised: 06.03.1989
English version:
USSR Computational Mathematics and Mathematical Physics, 1990, Volume 30, Issue 1, Pages 91–100
DOI: https://doi.org/10.1016/0041-5553(90)90011-G
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: A. V. Lappa, “Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles”, Zh. Vychisl. Mat. Mat. Fiz., 30:1 (1990), 122–134; U.S.S.R. Comput. Math. Math. Phys., 30:1 (1990), 91–100
Citation in format AMSBIB
\Bibitem{Lap90}
\by A.~V.~Lappa
\paper Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1990
\vol 30
\issue 1
\pages 122--134
\mathnet{http://mi.mathnet.ru/zvmmf3327}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1043160}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1990
\vol 30
\issue 1
\pages 91--100
\crossref{https://doi.org/10.1016/0041-5553(90)90011-G}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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