Estimation of the criticality parameters of branching processes by the Monte Carlo method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 362-374
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Monte Carlo algorithms designed for the estimation of the criticality parameters of multiplying particle transport processes (actually, these are inhomogeneous branching processes) are described and examined. The effective multiplication factor and the time multiplication constant are used as the basic criticality parameters. Algorithms for the direct simulation of “trees” of trajectories are considered as algorithms for the statistical modeling of the iterations of an integral operator with the kernel equal to the substochastic density of the transition to the next generation of fission events in the corresponding phase space. These algorithms provide a basis for constructing effective statistical estimates of the criticality parameters (with regard to the sequence of generations with different indexes) and for the analysis of the corresponding error.
@article{ZVMMF_2010_50_2_a15,
author = {S. A. Brednikhin and I. N. Medvedev and G. A. Mikhaǐlov},
title = {Estimation of the criticality parameters of branching processes by the {Monte} {Carlo} method},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {362--374},
publisher = {mathdoc},
volume = {50},
number = {2},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a15/}
}
TY - JOUR AU - S. A. Brednikhin AU - I. N. Medvedev AU - G. A. Mikhaǐlov TI - Estimation of the criticality parameters of branching processes by the Monte Carlo method JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 362 EP - 374 VL - 50 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a15/ LA - ru ID - ZVMMF_2010_50_2_a15 ER -
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S. A. Brednikhin; I. N. Medvedev; G. A. Mikhaǐlov. Estimation of the criticality parameters of branching processes by the Monte Carlo method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 362-374. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a15/