About one Monte Carlo method for solving linear equations
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.
Year of publication: |
1983
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Authors: | Rubinstein, Y.R. ; Kreimer, J. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 25.1983, 4, p. 321-334
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Publisher: |
Elsevier |
Saved in:
Online Resource
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