Geodesic
About efficient algorithms of numerically-statistical simulation
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 17 (2014) no. 2, pp. 177-190 Cet article a éte moissonné depuis la source Math-Net.Ru

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A set of numerical algorithms for the simulation of random variables and functions as well for the parametrical numerically-statistical analysis are considered. Important specifications and explanations of the algorithms formulations and substantiation, which are effective from the standpoint of practice, are given. 
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     title = {About efficient algorithms of numerically-statistical simulation},
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G. A. Mikhailov. About efficient algorithms of numerically-statistical simulation. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 17 (2014) no. 2, pp. 177-190. http://geodesic.mathdoc.fr/item/SJVM_2014_17_2_a7/

[1] Mikhailov G. A., Rogazinskii S. V., “Probabilistic model of many-particle evolution and estimation of solutions to a nonlinear kinetic equation”, Russ. J. Numer. Anal. Math. Modelling, 27:3 (2012), 229–242 | DOI | MR | Zbl

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[3] Averina T. A., Mikhailov G. A., “Algoritmy tochnogo i priblizhennogo statisticheskogo modelirovaniya puassonovskikh ansamblei”, Zhurn. vychisl. matem. i mat. fiziki, 50:6 (2010), 1005–1016 | MR | Zbl

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[5] Springer-Verlag, 1980 | MR

[6] Mikhailov G. A., “O metode “povtoreniya” dlya modelirovaniya sluchainykh vektorov i protsessov (randomizatsiya korrelyatsionnykh matrits)”, Teoriya veroyatnostei i ee primeneniya, 19:4 (1974), 873–878 | MR | Zbl

[7] Brednikhin S. A., Medvedev I. N., Mikhailov G. A., “Otsenka parametrov kritichnosti vetvyaschikhsya protsessov metodom Monte-Karlo”, Zhurn. vychisl. matem. i mat. fiziki, 50:2 (2010), 362–374 | MR

[8] Mikhailov G. A., Rozhenko S. A., “Minimaksnaya optimizatsiya chislenno-statisticheskogo ‘metoda podobnykh traektorii’ ”, Zhurn. vychisl. matem. i mat. fiziki (to appear)

[9] Korda A. S., Mikhailov G. A., Ukhinov S. A., “Mathematical problems of statistical simulation of the polarized radiation transfer”, Russ. J. Numer. Anal. Math. Modelling, 28:3 (2013), 213–230 | DOI | MR | Zbl

[10] Ambos A. Ju., Mikhailov G. A., “Statistical simulation of an exponentially correlated many-dimensional random field”, Russ. J. Num. Anal. Math. Modelling, 26:3 (2011), 263–273 | MR | Zbl

[11] Mikhailov G. A., “Asimptoticheskie otsenki srednei veroyatnosti prokhozhdeniya izlucheniya cherez eksponentsialno korrelirovannuyu stokhasticheskuyu sredu”, Izv. RAN. Seriya: Fizika atmosfery i okeana, 48:6 (2012), 691–697

[12] Mikhailov G. A., Lotova G. Z., “Chislenno-statisticheskaya otsenka potoka chastits s konechnoi dispersiei”, Dokl. RAN, 447:1 (2012), 18–21 | MR | Zbl

[13] Marchenko M. A., Mikhailov G. A., “Raspredelennye vychisleniya po metodu Monte-Karlo”, Avtomatika i telemekhanika, 2007, no. 5, 157–170 | MR | Zbl