Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
type: Item
instance of: scholarly article
title: Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
zbMATH Open document ID: 1207.65017
author: Sumit K. Garg
published in: Mathematics and Computers in Simulation
publication date: 2011-01-31T00:00:00Z
full work available at URL: ELLN new.pdf
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J22
zbMATH DE Number: 5843127
zbMATH Keywords: Markov chain
zbMATH Keywords: discrepancy
zbMATH Keywords: quasi-Monte Carlo method
zbMATH Keywords: simulation
zbMATH Keywords: convergence
zbMATH Keywords: numerical examples
describes a project that uses: MRG32k3a
MaRDI profile type: Publication
OpenAlex ID: W2053065674
cites work: Selection of papers presented at the IMACS seminar on Monte Carlo methods. Brussels, Belgium, April 1--3, 1997
cites work: Q3504238
cites work: A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation
cites work: Q4453517
cites work: Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
cites work: Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
cites work: Q5482374
cites work: A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
cites work: Q4003879
DOI: 10.1016/J.MATCOM.2010.07.027
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description: scientific article; zbMATH DE number 5843127