UNBIASED MINIMUM VARIANCE ESTIMATOR OF A MATRIX EXPONENTIAL FUNCTION. APPLICATION TO BOLTZMANN/BATEMAN COUPLED EQUATIONS SOLVING

摘要

This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal mean, following reference [1] and [2]. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical resulst on a simple example.