BOOKS - NATURAL SCIENCES - Оптимизация весовых методов Монте-Карло...
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63944
63944
Оптимизация весовых методов Монте-Карло
Author: Г.А. Михайлов
Year: 1987
Number of pages: 241
Format: DJVU
File size: 1987
Language: RU
Year: 1987
Number of pages: 241
Format: DJVU
File size: 1987
Language: RU
Monte Carlo methods (statistical modeling methods) are widely used in many applications. The book is devoted to the construction of practically effective weight and vector estimates - by collisions and by absorbances - for solving multidimensional integral equations of the second kind. One of the chapters contains a relatively little covered in publications theory of the method of splitting trajectories. The most important applications are given. Special additional material is devoted to modeling random variables and vectors.
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