On array-RQMC for Markov chains: Mapping alternatives and convergence rates (Q3405461)
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scientific article; zbMATH DE number 5671514
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| English | On array-RQMC for Markov chains: Mapping alternatives and convergence rates |
scientific article; zbMATH DE number 5671514 |
Statements
On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates (English)
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15 February 2010
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numerical examples
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parallel computation
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convergence
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randomized quasi-Monte Carlo method
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discrete-time Markov chains
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discrepancy
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0.8603554368019104
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0.8575417995452881
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0.848596453666687
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0.8265316486358643
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0.8263756632804871
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