A new proof of geometric convergence for
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Rong Kong; Jerome Spanier
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Article
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2008
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Elsevier Science
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English
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In [J. Halton, Sequential Monte Carlo, Proc. Comb. Phil. Soc. 58 (1962), J. Halton, Sequential Monte Carlo Techniques for the Solution of Linear Systems, J. Sci. Comp. 9 (1994) 213-257] Halton introduced a strategy to be used in Monte Carlo algorithms for the efficient solution of certain matrix pro