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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 2, Pages 362–374 (Mi zvmmf4835)  

This article is cited in 8 scientific papers (total in 8 papers)

Estimation of the criticality parameters of branching processes by the Monte Carlo method

S. A. Brednikhin, I. N. Medvedev, G. A. Mikhaĭlov

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent'eva 6, Novosibirsk, 630090 Russia
Full-text PDF (261 kB) Citations (8)
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Abstract: Monte Carlo algorithms designed for the estimation of the criticality parameters of multiplying particle transport processes (actually, these are inhomogeneous branching processes) are described and examined. The effective multiplication factor and the time multiplication constant are used as the basic criticality parameters. Algorithms for the direct simulation of “trees” of trajectories are considered as algorithms for the statistical modeling of the iterations of an integral operator with the kernel equal to the substochastic density of the transition to the next generation of fission events in the corresponding phase space. These algorithms provide a basis for constructing effective statistical estimates of the criticality parameters (with regard to the sequence of generations with different indexes) and for the analysis of the corresponding error.
Key words: branching stochastic process, effective multiplication factor, time multiplication constant, variance of the weight estimate, differential entropy, Shannon entropy, Monte Carlo method.
Received: 22.07.2009
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 2, Pages 345–356
DOI: https://doi.org/10.1134/S0965542510020168
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: S. A. Brednikhin, I. N. Medvedev, G. A. Mikhaǐlov, “Estimation of the criticality parameters of branching processes by the Monte Carlo method”, Zh. Vychisl. Mat. Mat. Fiz., 50:2 (2010), 362–374; Comput. Math. Math. Phys., 50:2 (2010), 345–356
Citation in format AMSBIB
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  • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:54
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