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Probabilistic-algebraic algorithms of Monte Carlo methods
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Published/Copyright:
July 14, 2011
Abstract
The theory of scalar and vector probabilistic–algebraic algorithms of the Monte Carlo method used in the solution of systems of integral equations is detailed and refined in the paper. A dual representation of the mean square of a vector estimate is constructed. Scalar algorithms are formulated, and a comparison of vector and scalar estimates of the solution is given for the first time. A criterion of finiteness of vector estimate variance is constructed on this basis.
Published Online: 2011-07-14
Published in Print: 2011-June
© de Gruyter 2011
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