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Skew brownian motion and complexity of the alps algorithm - MaRDI portal

Skew brownian motion and complexity of the alps algorithm (Q5868528)

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scientific article; zbMATH DE number 7589158
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English
Skew brownian motion and complexity of the alps algorithm
scientific article; zbMATH DE number 7589158

    Statements

    title
    Skew brownian motion and complexity of the alps algorithm (English)
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    author
    Gareth O. Roberts
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    Jeffrey S. Rosenthal
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    Nicholas G. Tawn
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    publication date
    21 September 2022
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    zbMATH Keywords
    Markov chain Monte Carlo
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    ALPS algorithm
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    skew Brownian motion
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    generator
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    diffusion limit
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    cites work
    Q3994799
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    Q3975585
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    Q3721531
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    Q5306036
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    Q3997782
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60J05
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    60J22
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    60J65
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    zbMATH DE Number
    7589158
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    OpenAlex ID
    W3089306411
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    arXiv ID
    2009.12424
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    DOI
    10.1017/JPR.2021.78
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