On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates (Q3405461)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates |
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On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates (English)
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15 February 2010
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numerical examples
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parallel computation
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convergence
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randomized quasi-Monte Carlo method
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discrete-time Markov chains
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discrepancy
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