| Autor: |
Medvedev, I. N., Mikhailov, G. A. |
| Předmět: |
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| Zdroj: |
Russian Journal of Numerical Analysis & Mathematical Modelling; 2011, Vol. 26 Issue 3, p323-336, 14p |
| Abstrakt: |
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. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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