Pseudo-random numbers for constructing discrete Markov chains by the Monte Carlo method

DOI10.1016/0041-5553(74)90134-7zbMath0303.60059OpenAlexW2070919245MaRDI QIDQ4057892

Ilya M. Sobol'

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1016/0041-5553(74)90134-7

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random number generation in numerical analysis (65C10)

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