Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space (Q622180)
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scientific article; zbMATH DE number 5843127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space |
scientific article; zbMATH DE number 5843127 |
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Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space (English)
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31 January 2011
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Markov chain
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discrepancy
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quasi-Monte Carlo method
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simulation
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convergence
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numerical examples
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0.9279686
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0.9266105
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0.90471315
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0.9038714
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0.8981397
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