Geodesic
Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method)
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 22 (2019) no. 2, pp. 187-200

Voir la notice de l'article provenant de la source Math-Net.Ru

Randomized algorithms of Monte Carlo method are constructed by the combined realization of the base probabilistic model and its random parameters for investigation of the parametric distribution of linear functionals. The optimization of algorithms with the use of the statistical kernel estimator for the probability density is presented. The randomized projection algorithm for estimating a nonlinear functional distribution as applied to the investigation of criticality fluctuations for the particles multiplication process in a random medium is formulated. 
@article{SJVM_2019_22_2_a5,
     author = {G. A. Mikhailov},
     title = {Randomized algorithms of {Monte} {Carlo} method for problems with random parameters ({\textquotedblleft}double randomization{\textquotedblright} method)},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {187--200},
     publisher = {mathdoc},
     volume = {22},
     number = {2},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2019_22_2_a5/}
}
TY  - JOUR
AU  - G. A. Mikhailov
TI  - Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method)
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 2019
SP  - 187
EP  - 200
VL  - 22
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_2019_22_2_a5/
LA  - ru
ID  - SJVM_2019_22_2_a5
ER  - 
%0 Journal Article
%A G. A. Mikhailov
%T Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method)
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2019
%P 187-200
%V 22
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_2019_22_2_a5/
%G ru
%F SJVM_2019_22_2_a5
G. A. Mikhailov. Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method). Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 22 (2019) no. 2, pp. 187-200. http://geodesic.mathdoc.fr/item/SJVM_2019_22_2_a5/