Skip to main content
SpringerLink
Log in

Monte carlo methods with stochastic parameters

  • Conference paper
  • First Online:
Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

  • 913 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Ermakov S. M., Mikhailov G. A. Statistical modeling. Moscow, Nauka, 1982 (in Russian).

    MATH  Google Scholar 

  2. Mikhailov G. A. Investigation and increasing of the variance in weight vector Monte Carlo algorithms. Ž. Vyčisl. mat. i mat. fiz., 25 (1985), Noll, p.1614–1627 (in Russian).

    Google Scholar 

  3. Khinchin A. Ya. Work on mathematical theory of the queuing theory. Moscow, Fizmatgiz, 1963.

    MATH  Google Scholar 

  4. Mikhailov G. A. Approximate models of random processes and fields. Ž. Vyčisl. mat. i mat. fiz., 23 (1983), No3, p.558–566 (in Russian).

    MathSciNet  Google Scholar 

  5. Chentsov N. N. The weak convergence of random processes with trajectories without jumps of the second type. Teor. verojatn. i primen., 1 (1956), No1, p.154–161 (in Russian).

    Google Scholar 

  6. Chentsov N. N. Limiting theorems for some classes of random functions. In: Tellus of All-Union Symposium on probability theory and mathematical statistics. Erevan: 1960, p.280–285.

    Google Scholar 

  7. Vojtishek A. V. Randomized numerical spectral model of stationary random function. Izv. vuzov, Matematika, 1985 (in Russian).

    Google Scholar 

  8. Feller W. An introduction to probability theory and its application. John Wiley & Sons, Inc. New York, London, Sydney, Toronto, 1971.

    MATH  Google Scholar 

  9. Trojnikov V. S. Numerical modeling of the random processes and fields on the basis of point Palm fluxes in the problems of the theory of transfer in clouds. Izv. Akad. Nauk SSSR, FAO, 20 (1984), No4, p.274–279 (in Russian).

    Google Scholar 

  10. Nazaraliev M. A., Ukhinov S. A. Calculations of the brightness of complicated aerosol systems. In: Statistical modeling in mathematical physics. Novosibirsk: 1976, p.29–37 (in Russian).

    Google Scholar 

  11. Mikhailov G. A. Asymptotics of the mean radiation intensity for some models of stochastic media. Izv. Akad. Nauk SSSR, FAO, 18 (1982), No12, p.1289–1295 (in Russian).

    Google Scholar 

  12. Antjufeev V. S., Mikhailov G. A. Evaluation of the altitude profiles of the scattering coefficient and calculation of the correlation characteristics of the day horizon brightness by the Monte Carlo method. Izv. Akad. Nauk SSSR, FAO, 12 (1976), No.5, p.485–493 (in Russian).

    Google Scholar 

  13. Elepov B. S., Kronberg A. A., Mikhailov G. A., Sabelfeld K. K. Solution of boundary value problems by the Monte Carlo method. Novosibirsk, Nauka, 1980 (in Russian).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Computing Center, Siberian Division of the USSR Academy of Sciences, 630090, Novosibirsk, USSR

    G. A. Mikhailov

Authors
  1. G. A. Mikhailov
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Shinzo Watanabe Jurii Vasilievich Prokhorov

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Springer-Verlag

About this paper

Cite this paper

Mikhailov, G.A. (1988). Monte carlo methods with stochastic parameters. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078485

Download citation

  • DOI: https://doi.org/10.1007/BFb0078485

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation