The systematic error in the generations method for a kernel of mixed sign

被引：1
|
作者：
Kashtanov, YN [1 ]
机构：
[1] St Petersburg State Univ, Dept Math & Mech, St Petersburg 198904, Russia
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2000年 / 85卷 / 1-2期
关键词：
Monte Carlo method; eigenvalues estimation; error analysis;
D O I：
10.1016/S0378-3758(99)00063-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The paper investigates a modification of the Generations Method (GM) with a constant number of points for the calculation of the first eigenvalue of a non-positive integral operator. The absence of the restriction on positiveness allows to apply the GM to the estimation of the higher-order eigenvalues. An appropriate numerical example is provided. It is shown that the systematic error is inversely proportional to the number of points in the GM. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码：27 / 35
页数：9
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