Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space (Q622180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space |
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Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space (English)
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31 January 2011
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Markov chain
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discrepancy
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quasi-Monte Carlo method
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simulation
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convergence
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numerical examples
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