scientific article; zbMATH DE number 5230455

MaRDI QIDQ5437893zbMATH OpenFDO

Authors Behrouz Fathi Vajargah, Mehdi Saraji

Publication date 28 January 2008

zbMATH Keywords

Markov chainrandom walktransition probabilitieslinear systemMonte Carlo method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(2)

• Increasing the efficiency of the Monte Carlo method and reducing the length of Markov chains for solving linear systems
• A method to reduce the rejection rate in Monte Carlo Markov chains

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