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Artificial Monte Carlo interactions for solving some linear problems

โœ Scribed by V. V. Nekrutkin; N. A. Rumyantsev


Book ID
111502646
Publisher
Allerton Press, Inc.
Year
2010
Tongue
English
Weight
236 KB
Volume
43
Category
Article
ISSN
1063-4541

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About one Monte Carlo method for solving
โœ Y.R. Rubinstein; J. Kreimer ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 681 KB

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.