Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 1, pp. 122-134 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
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A. V. Lappa. Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 1, pp. 122-134. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a10/

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