Minimax Monte-Carlo methods for solving
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G.A. Mikhailov
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Article
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1989
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Elsevier Science
โ 513 KB
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