scientific article; zbMATH DE number 2051225
From MaRDI portal
Publication:4453517
Recommendations
- Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Quasi-stationary distributions for a class of discrete-time Markov chains
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
- An Efficient Procedure for Computing Quasi-Stationary Distributions of Markov Chains by Sparse Transition Structure
- Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
- scientific article; zbMATH DE number 939778
- scientific article; zbMATH DE number 7539885
Cited in
(10)- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
- Stratified Monte Carlo simulation of Markov chains
- Sudoku Latin Square Sampling for Markov Chain Simulation
- Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space
- Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces
- Quasi-Monte Carlo methods with applications in finance
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453517)