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Monte Carlo Methods and Applications, Volume 31
Volume 31, Number 1, 2025
- Frontmatter. i-iv

- Sylia Makhloufi, Nabil Zougab, Yasmina Ziane, Smail Adjabi

:
Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density. 1-12 - Sabrina Boughrara, Fazia Bedouhene, Nabil Zougab:

New contribution to Luria-Delbrück distribution. Stability property and estimation. 13-28 - Hafssa Kroumbi

, Abdelaziz Nasroallah
:
Mixed space coupled hidden Markov model. 29-42 - Khamiss Cheikh, El Mostapha Boudi, Rabi Rabi, Hamza Mokhliss, Hamadi Ennaji:

Evaluating the performance and robustness of PIR and QIR maintenance strategies using Monte Carlo method. 43-58 - John D. Towers:

Convergence of a particle Monte Carlo algorithm for scalar conservation laws. 59-73 - Héctor Araya:

Generalized Hermite process: Tempering, properties and applications. 75-90
Volume 31, Number 2, 2025
- Alok Dhaundiyal

, Gábor Albrecht:
Impact of psychrometry on the aerosol distribution pattern in human lungs. 91-107 - Bhaskar Kushvaha

, Dhruba Das
, Asmita Tamuli
:
Bayesian inference of traffic intensity in M/M/1 queue under symmetric and asymmetric loss functions. 109-118 - Lior Horesh, Vasileios Kalantzis, Yingdong Lu, Tomasz Nowicki:

On the variance of Schatten p-norm estimation with Gaussian sketching matrices. 119-130 - Irina A. Shalimova, Karl K. Sabelfeld

:
A meshfree Random Walk on Boundary algorithm with iterative refinement. 131-143 - Karl K. Sabelfeld

, Georgy Agarkov:
Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations. 145-162 - Samir Llamazares-Elías

, Angel Tocino
:
Preservation of structural properties of the CIR model by θ-Milstein schemes. 163-171
Volume 31, Number 3, 2025
- Irina-Beatrice Haas, Michael B. Giles:

A nested MLMC framework for efficient simulations on FPGAs. 173-188 - Sumita Datta

, Radhika Prosad Datta
, James M. Rejcek
:
On the applicability of Feynman-Kac path integral simulation to space-time fractional Schrödinger equations. 189-205 - Karl K. Sabelfeld

, Igor Shafigulin:
Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem. 207-224 - Eddie W. k. Chiu

:
Vanilla options as controls for estimating the conditional expectation of a European derivative payoff. 225-246 - Chakroune Yassine, Ahmed Nafidi

, Abdenbi El Azri
:
Parameters estimation of the Rayleigh diffusion process: Inference aspects and application to real data. 247-255 - Hirotake Yaguchi:

Generation of nonrecursive 𝑛-bit pseudorandom numbers based on 𝛽-transformation on [1, 2) (𝑛 = 64, 128, 192, ..., 8192). 257-263

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