A centering by the Monte-Carlo method

Stochastic Analysis and Applications

Volumn 15, Issue 4, 1997, Pages 613-628

  Sakalauskas, L L ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031480347     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809497     Document Type: Article

References (11)

1. Aleksandrov V.M., Sysoyev B.I., Shemeniova V.V., Stochastic optimization of systems, Technicheskaya Kibernetika, 5 (1968) 14-19 (in Russian).
2. Dieudonne J., Foundations of modern aalysis, Academic Press, N.Y., London, 1960.
3. Feller W., An introduction to probability theory and its applications, v. II, J. Willey & Sons, N.Y., London, Sydney, 1966.
4. Hammersley J.M. and Handscomb D.C., Monte-Carlo method, London, 1967.
5. Kjellstrom G., Network optimization by random variation of component values, Ericson Techniques, 3 (1969) 133-151.
6. Larin Yu. V., On Concentration of Distributions of Sums of Independent Random Vectors on Bounded Sets, Teorija Verojatnostij i yeyio Prim., 4 (1993) 882-890.
7. Polyak B.T., Introduction to optimization, Moscow, 1983 (in Russian).
8. Sakalauskas L.L., On the convergence of one centering procedure, Lithuanian Mathematical Journal, 31(4) (1991a) 548-555 (in Russian).
9. Sakalauskas L.L., Statistical modelling and optimization of IC yield, Elektronnaya Tekhnika, ser. 3 Mikroelektronika, 3 (1991b) 49-53 (in Russian).
10. Sakalauskas L.L., System for statistical simulation, analysis and optimization of linear hybrid circuits, Proc. of Sixth European Conference on Mathematics in Industry, August 27-31, 1991 Limerick, Ireland (B.G. Teubner, Stuttgart, 1992) 259-262.
11. Vasan M.T., Stochastic aproximation, Cambridge, 1969.