Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space (Q5482374)
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scientific article; zbMATH DE number 5049857
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| English | Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space |
scientific article; zbMATH DE number 5049857 |
Statements
28 August 2006
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numerical examples
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quasi-Monte Carlo method
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Markov chain
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variance reduction
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0.9643452763557434
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0.8805683851242065
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0.8786439299583435
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0.848596453666687
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