Weighted estimate of the Monte-Carlo method for calculating the higher moments of the additive transport characteristics of multiplying particles

A closed Integral representation is given for a moment of an arbitrary order of an arbitrary additive stochastic characteristic of a cascade process involving the transport of particles in a substance. An unbiased non-simulation estimate of the Monte-Carlo method is proposed for calculating such mom...

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Bibliographic Details
Published in:U.S.S.R. computational mathematics and mathematical physics 1990, Vol.30 (1), p.91-100
Main Author: Lappa, A.V.
Format: Article
Language:English
Subjects:
Exact sciences and technology
Mathematical methods in physics
Physics
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Summary:A closed Integral representation is given for a moment of an arbitrary order of an arbitrary additive stochastic characteristic of a cascade process involving the transport of particles in a substance. An unbiased non-simulation estimate of the Monte-Carlo method is proposed for calculating such moments on the trajectories of a branching Markov process with discrete time. An example of the efficient use of the estimate is given.
ISSN:0041-5553
DOI:10.1016/0041-5553(90)90011-G