{"title":"加权估计的蒙特卡罗方法计算的高矩的附加输运特性的倍增粒子","authors":"A.V. Lappa","doi":"10.1016/0041-5553(90)90011-G","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":101271,"journal":{"name":"USSR Computational Mathematics and Mathematical Physics","volume":"30 1","pages":"Pages 91-100"},"PeriodicalIF":0.0000,"publicationDate":"1990-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/0041-5553(90)90011-G","citationCount":"3","resultStr":"{\"title\":\"Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles\",\"authors\":\"A.V. Lappa\",\"doi\":\"10.1016/0041-5553(90)90011-G\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":101271,\"journal\":{\"name\":\"USSR Computational Mathematics and Mathematical Physics\",\"volume\":\"30 1\",\"pages\":\"Pages 91-100\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1990-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/0041-5553(90)90011-G\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"USSR Computational Mathematics and Mathematical Physics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/004155539090011G\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"USSR Computational Mathematics and Mathematical Physics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/004155539090011G","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles
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.
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