About one Monte Carlo method for solving
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Y.R. Rubinstein; J. Kreimer
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Article
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1983
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Elsevier Science
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English
โ 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.