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

DOI10.1515/MCMA.2004.10.3-4.377MaRDI QIDQ4655061zbMATH OpenOpenAlexFDO

Authors 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

comparison of methodsconvergenceMarkov 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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