Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains

DOI10.1515/mcma.2004.10.3-4.377zbMath1066.65008OpenAlexW2022299974MaRDI QIDQ4655061

Christian Lécot, Bruno Tuffin

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.377

zbMATH Keywords

convergencecomparison of methodsMarkov chainsnumerical examplesquasi-Monte Carlo methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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