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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.

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Harvard

Ermakov, SM & Skvortsov, PG 1978, 'Unbiased estimates of the Neumann series sum by the Monte Carlo method', Journal of Soviet Mathematics, vol. 9, no. 6, pp. 963-974. https://doi.org/10.1007/BF01092905

APA

Vancouver

Author

Ermakov, S. M. ; Skvortsov, P. G. / Unbiased estimates of the Neumann series sum by the Monte Carlo method. In: Journal of Soviet Mathematics. 1978 ; Vol. 9, No. 6. pp. 963-974.

BibTeX

@article{4f6359dc4edb4192aa867c15a183f21e,
title = "Unbiased estimates of the Neumann series sum by the Monte Carlo method",
abstract = "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.",
author = "Ermakov, {S. M.} and Skvortsov, {P. G.}",
year = "1978",
month = jun,
doi = "10.1007/BF01092905",
language = "English",
volume = "9",
pages = "963--974",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

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