Pseudo-random numbers for constructing discrete Markov chains by the Monte Carlo method

DOI10.1016/0041-5553(74)90134-7zbMATH Open0303.60059OpenAlexW2070919245MaRDI QIDQ4057892FDOQ4057892

Authors: Il'ya Sobol' 

Publication date: 1975

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(74)90134-7

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (7)

• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
• A Monte Carlo methods for identification and sensitivity analysis of coagulation processes
• Estimation of tetrahedron degeneration in a tetrahedral partition of three-dimensional space
• Multidimensional cubature formulas with superpower convergence
• On one approach to the estimation of a triangular element degeneration in a triangulation
• A new Monte Carlo method for solving systems of linear algebraic equations
• New inputs and methods for Markov chain quasi-Monte Carlo

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