Asymptotic complexity of Monte Carlo methods for solving linear systems
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Publication:1973275
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
complexityMarkov processesstochastic algorithmmethod of successive iterationvon Neumann-Ulam Monte Carlo method
Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20)
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Cites Work