Asymptotic complexity of Monte Carlo methods for solving linear systems

DOI10.1016/S0378-3758(99)00060-9zbMath0972.65025OpenAlexW1995228485MaRDI QIDQ1973275

John H. Halton, D. L. Danilov, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 11 November 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00060-9

zbMATH Keywords

complexityMarkov processesstochastic algorithmmethod of successive iterationvon Neumann-Ulam Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20)

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Cites Work

• Monte-Carlo method with storage of intermediate results
• Asymptotic complexity of the collisions estimator for solving linear systems
• Random Numbers Generated by Linear Recurrence Modulo Two
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