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Convergence limits in the Monte Carlo theory of integral equations

โœ Scribed by H. Kschwendt


Book ID
105480715
Publisher
Springer-Verlag
Year
1968
Tongue
English
Weight
427 KB
Volume
11
Category
Article
ISSN
0029-599X

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A Markov chain minimizing the maximum of the weighting function that determines the variance of the standard Monte-Carlo estimators of linear functionals of the solution of an integral equation of the 2nd kind is constructed. The results are extended to vector estimators associated with the simulta