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.
โฆ LIBER โฆ
Condition for relaxed Monte Carlo method of solving systems of linear equations
โ Scribed by Guoming Lai; Xiaola Lin
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 333 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0920-8542
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