Pseudorandom numbers for modelling Markov chains

DOI10.1016/0041-5553(67)90041-9MaRDI QIDQ5572021zbMATH OpenOpenAlexFDO

Authors N. N. Chentsov

Publication date 1969

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(67)90041-9

zbMATH Keywords

probability theory

Cited in

(9)

• Construction of weakly CUD sequences for MCMC sampling
• A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
• Convergence analysis of herded-Gibbs-type sampling algorithms: effects of weight sharing
• Discrepancy bounds for deterministic acceptance-rejection samplers
• New inputs and methods for Markov chain quasi-Monte Carlo
• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
• On the discrepancy of Markov-normal sequences
• Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
• A search for short-period Tausworthe generators over Fb with application to Markov chain quasi-Monte Carlo

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