Backward Monte Carlo and other methods for "reversing" stochastic processes
Edward L. Kaplan, Lawrence Radiation Laboratory, University of California, Berkeley. Lawrence Radiation Laboratory
Lawrence Radiation Laboratory, 1961 - Mathematics - 18 pages
What people are saying - Write a review
We haven't found any reviews in the usual places.
1-1 Transformations absolute probabilities adjoint arbitrary non-negative matrix azimuthal angle backward direction backward Monte Carlo backward process Bayes Bayes1 process Bayes1 theorem begin by sampling bilities California Livermore collisions column energy group equations essen estimate expected number final time point final weight factor forward Monte Carlo iJ ij ij IJ J1 integral inverse matrix Jacobian Kaplan Lawrence Radiation kernel Lawrence Radiation Laboratory left eigenvector mean free path merely permutes Methods for Reversing Monte Carlo histories Monte Carlo process Monte Carlo read neutron transport number of neutrons number of secondaries original matrix original process p(rn,gn pair of zero-variance particle histories permutation matrices proba probability densities probability distribution resulting reverse chronological order reverse process right eigenvectors S-th power solid angle Stochastic Processes Edward terminate total initial weight total number transition probabilities transposed process transposed solution uniformly distributed vector velocity ward Monte Carlo whence zero-variance sampling schemes