Research output: Contribution to journal › Article › peer-review
Unbiased estimates of the Neumann series sum by the Monte Carlo method. / Ermakov, S. M.; Skvortsov, P. G.
In: Journal of Soviet Mathematics, Vol. 9, No. 6, 06.1978, p. 963-974.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Unbiased estimates of the Neumann series sum by the Monte Carlo method
AU - Ermakov, S. M.
AU - Skvortsov, P. G.
PY - 1978/6
Y1 - 1978/6
N2 - The conditions of unbiasedness are studied for linear estimates constructed in solving linear integral equations of the second kind by the Monte Carlo method. Earlier results obtained in this field are extended, and the cases are considered in which the well-known sufficient conditions of unbiasedness are found to be also necessary conditions.
AB - The conditions of unbiasedness are studied for linear estimates constructed in solving linear integral equations of the second kind by the Monte Carlo method. Earlier results obtained in this field are extended, and the cases are considered in which the well-known sufficient conditions of unbiasedness are found to be also necessary conditions.
UR - http://www.scopus.com/inward/record.url?scp=34250284169&partnerID=8YFLogxK
U2 - 10.1007/BF01092905
DO - 10.1007/BF01092905
M3 - Article
AN - SCOPUS:34250284169
VL - 9
SP - 963
EP - 974
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 6
ER -
ID: 86606428