Numerical integration using V-uniformly ergodic Markov chains
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Publication:4660534
DOI10.1239/jap/1101840555zbMath1076.65004MaRDI QIDQ4660534
Publication date: 4 April 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1101840555
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C40: Numerical analysis or methods applied to Markov chains
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