Monte Carlo Methods and Applications
Volume 2, 1996

Contents

Back to the Journal page



Number 1, pp.1-90

I. Radovic, I.M. Sobol and R.F. Tichy
Quasi-Monte Carlo methods for numerical integration: comparison of different low discrepancy sequences
1

K. Takashima
On the number of multiples of certain primitive polynomials over GF(2)
15

S.V. Rogasinsky
On the pair correlations of particle evolution in the direct statistical simulation
25

K.K. Sabelfeld, S.V. Rogasinsky, A.A. Kolodko and A.I. Levykin
Stochastic algorithms for solving Smolouchovsky equation and applications to aerosol growth simulation
41

Second International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design
89



Number 2, pp.93-174

V.Bally and D.Talay
The law of Euler scheme for stochastic differential equations: II. Convergence rate of the density
93

G.C.Sharma and M.S.Chauhan
Preventive maintenance of an M^X/G/1 queue-like production system
129

M.S.Chauhan and G.C.Sharma
Profit analysis of M/M/r queueing model with balking and reneging
139

Yu.N.Kopylov, I.S.Postnova, V.A.Shpack and G.S.Zinchenko
Monte Carlo modeling of radioactive fallout under land-based nuclear bursts
145

K.K. Sabelfeld and T.A. Averina
Monte Carlo Simulation of Particle's Dispersion in Convective Boundary Layer of the Atmosphere
159



Number 3, pp.175-254

S. Ogawa
On a Robustness of the Random Particle Method
175

D. Ugrin-Sparac
A Natural Algorithm for Generation Pseudo-Random Numbers and its Applications
191

M.V. Antipov
Sequences of Numbers for Monte Carlo Methods
219

L.N. Sahoo and M. Dalabehera
A Monte-Carlo Comparison of Six Almost Unbiased Ratio Estimators
237



Number 4, pp.255-346

G. Ökten
A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications
255

K. Fukuyama
Riesz--Raikov sums and Weyl transform
271

B. Tuffin
On the use of low discrepancy sequences in Monte Carlo methods
295

Y.-J. Xiao
Variation of product function and numerical solutions of some partial differential equations by low-discrepancy sequences
321

K. Takashima
On Hamming weight test and sojourn time test of m-sequences
331


Back to the Journal page