scientific article; zbMATH DE number 1834569

MaRDI QIDQ4779110zbMATH OpenFDO

Authors G. A. Mikhaĭlov

Publication date 14 May 2003

zbMATH Keywords

Monte Carlo methodparallel computationdouble randomization methodcombined random-pseudorandom sequence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

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(13)

• Parallelization of a dynamic Monte Carlo algorithm: A partially rejection-free conservative approach
• Design and Analysis of Parallel Monte Carlo Algorithms
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
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