UNBIASED MONTE-CARLO EVALUATION OF CERTAIN FUNCTIONAL-INTEGRALS

被引:21
|
作者
WAGNER, W
机构
关键词
D O I
10.1016/0021-9991(87)90017-9
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
引用
收藏
页码:21 / 33
页数:13
相关论文
共 50 条
  • [11] EXPLICIT EVALUATION OF CERTAIN GAUSSIAN FUNCTIONAL-INTEGRALS ARISING IN PROBLEMS OF STATISTICAL PHYSICS
    ADAMOWSKI, J
    GERLACH, B
    LESCHKE, H
    JOURNAL OF MATHEMATICAL PHYSICS, 1982, 23 (02) : 243 - 249
  • [12] STAGING - A SAMPLING TECHNIQUE FOR THE MONTE-CARLO EVALUATION OF PATH-INTEGRALS
    SPRIK, M
    KLEIN, ML
    CHANDLER, D
    PHYSICAL REVIEW B, 1985, 31 (07) : 4234 - 4244
  • [13] FUNCTIONAL-INTEGRALS FOR SPIN
    JOHNSON, K
    ANNALS OF PHYSICS, 1989, 192 (01) : 104 - 118
  • [14] COMPUTATION OF MULTIDIMENSIONAL INTEGRALS BY MONTE-CARLO METHOD
    TURCHIN, VF
    THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (04): : 720 - 724
  • [15] CALCULATION OF MULTIPLE INTEGRALS BY THE MONTE-CARLO METHOD
    POPESCU, I
    REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 1981, 26 (04): : 619 - 629
  • [16] MONTE-CARLO EVALUATION OF PATH-INTEGRALS FOR THE NUCLEAR SHELL-MODEL
    LANG, GH
    JOHNSON, CW
    KOONIN, SE
    ORMAND, WE
    PHYSICAL REVIEW C, 1993, 48 (04): : 1518 - 1545
  • [17] A MONTE-CARLO EVALUATION OF THE BOOTSTRAP
    SCHOPFLOCHER, D
    REDDON, JR
    BIOMETRICS, 1984, 40 (04) : 1206 - 1207
  • [18] ESTIMATION OF MULTIDIMENSIONAL INTEGRALS - IS MONTE-CARLO THE BEST METHOD
    VANRENSBURG, EJJ
    TORRIE, GM
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1993, 26 (04): : 943 - 953
  • [19] REFERENCE FUNCTIONS TO DECREASE ERRORS IN MONTE-CARLO INTEGRALS
    EBERHARD, PH
    SCHNEIDER, OP
    COMPUTER PHYSICS COMMUNICATIONS, 1992, 67 (03) : 363 - 377
  • [20] ON THE FUNCTIONAL-INTEGRALS IN THE THEORY OF FIELD
    ZAKHAROV, OA
    SARDANASHVILI, GA
    IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII FIZIKA, 1990, 33 (09): : 53 - 58