Vector Monte Carlo algorithms with finite computational cost

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)


The issues of finite computational cost of some vector weighted Monte Carlo algorithms are studied in the paper relative to estimation of linear functionals of solutions to systems of the 2nd kind integral equations. A universal modification of the weight vector collision estimator with branching of the chain trajectory relative to the elements of matrix weight is constructed. It is proved that the computational cost of the constructed algorithm is finite in the case when the basic functionals are bounded. The results of numerical calculations are presented for the case of use of a modified weight estimator for some problems of the radiation transfer theory with allowance for polarization.

Original languageEnglish
Pages (from-to)359-370
Number of pages12
JournalRussian Journal of Numerical Analysis and Mathematical Modelling
Issue number6
Publication statusPublished - 20 Dec 2017


  • finite computational cost
  • Markov chain trajectory branching
  • matrixweight
  • polarized radiation transfer.
  • Systemof linear integral equations of the 2nd kind
  • weight vector estimator


Dive into the research topics of 'Vector Monte Carlo algorithms with finite computational cost'. Together they form a unique fingerprint.

Cite this