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To the theory of the estimators of the Monte Carlo method which are connected with a “random walk by spheres”. (English. Russian original) Zbl 0863.60060

Sib. Math. J. 36, No. 3, 465-471 (1995); translation from Sib. Mat. Zh. 36, No. 3, 543-550 (1995).
We consider some new aspects of the theory of special estimators of the Monte Carlo method which was earlier developed by the authors in solving the Dirichlet problem for the Helmholtz equation. We also demonstrate ineffectiveness of the “inverse mean value theorem” in justifying such estimators.

MSC:

60H99 Stochastic analysis
65-05 Experimental papers (numerical analysis) (MSC2010)
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