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 
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/
@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},
     year = {1990},
     volume = {30},
     number = {1},
     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
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
%U http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a10/
%G ru
%F ZVMMF_1990_30_1_a10

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.

[1] Ermakov S. M., Metod Monte Karlo i smezhnye voprosy, Nauka, M., 1975 | MR | Zbl

[2] Mikhailov G. A., Optimizatsiya vesovykh metodov Monte-Karlo, Nauka, M., 1987 | MR

[3] Sobol I. M., Chislennye metody Monte-Karlo, Nauka, M., 1973 | MR

[4] Khisamutdinov A. I., Starikov V. N., Morozov A. A., Algoritmy Monte-Karlo v yadernoi geofizike, Nauka, Novosibirsk, 1985 | Zbl

[5] Uchaikin V. V., “O modelirovanii perenosa chastits s razmnozheniem metodom Monte-Karlo”, Zh. vychisl. matem. i matem. fiz., 16:3 (1976), 758–766 | MR

[6] Uchaikin V. V., Lappa A. V., Veroyatnostnye zadachi v teorii perenosa, Izd-vo Tomskogo un-ta, Tomsk, 1978

[7] Lappa A. V., “Otsenki dlya vysshikh momentov additivnykh velichin v kaskadnykh protsessakh perenosa chastits”, Metody Monte-Karlo v vychisl. matem. i matem. fiz., VII Bses. soveschanie, VTs SO AN SSSR, Novosibirsk, 1985, 301–304

[8] Lappa A. V., “Monte-karlovskaya otsenka vysshikh momentov pokazanii additivnykh detektorov v kaskadnykh protsessakh perenosa ioniziruyuschikh chastits”, IV Vses. nauchn. konf. po zaschite ot ioniziruyuschikh izluchenii yaderno-tekhn. ustanovok, Tezisy dokl., Tomsk, 1985, 40

[9] Sevastyanov B. A., Vetvyaschiesya protsessy, Nauka, M., 1971 | MR

[10] Lappa A. V., Nekotorye voprosy teorii neadditivnykh funktsionalov ot obschego vetvyaschegosya protsessa s prilozheniyami k zadacham teorii perenosa i metoda Monte-Karlo, Dis. ...kand. fiz.-matem. nauk, Tomskii politekhn. in-t, Tomsk, 1978

[11] Trenogin V. A., Funktsionalnyi analiz, Nauka, M., 1980 | MR | Zbl

[12] Ermakov S. M., Mikhailov G. A., Statisticheskoe modelirovanie, Nauka, M., 1982 | MR