N.Golyandina and V.Nekrutkin
Homogeneous Balance Equations for Measures: Errors of the Stochastic Solution.

Stochastic (Monte Carlo) solutions of the general
balance ordinary differential equations for measures are
considered. For this purpose a wide class of $n$-particle processes is
studied from the viewpoint of the main terms of
asymptotical ($n\ra\infty$) bias and variance for the corresponding estimates.
Boltzmann-like and linear equations are considered as the particular cases
of balance equations, several new and well-known algorithms are theoretically
compared from the statistical and complexity points of view.

Contact E-mail address: nekr@vvn.usr.pu.ru

Submitted to:
Monte Carlo methods and Applications

Comments:  LaTeX, English (66 pp.)

Subj-Class: primary 65C05 (Monte Carlo Methods), secondary  82C80, 76P05, 
34G20