Geodesic
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

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

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. 
@article{ZVMMF_1990_30_1_a10,
     author = {A. V. Lappa},
     title = {Weighted estimate of the {Monte-Carlo} method for calculating the higher moments of the additive transport characteristics of multiplying particles},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {122--134},
     publisher = {mathdoc},
     volume = {30},
     number = {1},
     year = {1990},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a10/}
}
TY  - JOUR
AU  - A. V. Lappa
TI  - Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1990
SP  - 122
EP  - 134
VL  - 30
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a10/
LA  - ru
ID  - ZVMMF_1990_30_1_a10
ER  - 
%0 Journal Article
%A A. V. Lappa
%T Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1990
%P 122-134
%V 30
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a10/
%G ru
%F ZVMMF_1990_30_1_a10
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/