✦ LIBER ✦

About one Monte Carlo method for solving linear equations

✍ Scribed by Y.R. Rubinstein; J. Kreimer

Publisher: Elsevier Science
Year: 1983
Tongue: English
Weight: 681 KB
Volume: 25
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(83)90052-6

No coin nor oath required. For personal study only.

✦ Synopsis

A Monte Carlo Method for solving linear and integral equations based on simulating one realization of an ergodic Markov chain is proposed. The efficiency of the proposed method is discussed.

' The Markov chain need not be homogeneous;

we are considering the homogeneous case for simplicity only.

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