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Addendum to a paper on the Monte Carlo method

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Publication:1395299
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zbMath1028.65001MaRDI QIDQ1395299

Sergeĭ Mikhaĭlovich Ermakov

Publication date: 1 July 2003

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)



zbMATH Keywords

complexityconvergenceMonte Carlo methoditerative methodlinear algebraic equations


Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)


Related Items (2)

Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations ⋮ Stochastic and quasistochastic computations







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