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Oral presentation

Convergence criterion in Monte Carlo criticality calculation based on stochastic differential equation

Ueki, Taro

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In Monte Carlo criticality calculation, the convergence judgment tool for the sample mean of tallies is not established yet within the framework of convergence-in-distribution in probability theory. In this presentation, we report a convergence criterion based on stochastic differential equation. Its efficacy is demonstrated by the power spectrum of tallies.

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