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Brownian Processes for Monte Carlo Integration on Compact Lie Groups - MaRDI portal

Brownian Processes for Monte Carlo Integration on Compact Lie Groups (Q3145065)

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Brownian Processes for Monte Carlo Integration on Compact Lie Groups
scientific article

    Statements

    title
    Brownian Processes for Monte Carlo Integration on Compact Lie Groups (English)
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    author
    Salem Said
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    Jonathan H. Manton
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    publication date
    13 December 2012
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    zbMATH Keywords
    Brownian process
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    compact Lie group
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    ergodic property
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    Monte Carlo
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    Identifiers

    Mathematics Subject Classification ID
    82C80
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    60J60
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    22E70
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    60J65
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    60F05
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    60F10
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    zbMATH DE Number
    6115667
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    Wikidata QID
    Q115297248
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    OpenAlex ID
    W2324349653
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