About one Monte Carlo method for solving linear equations

Y.R. Rubinstein and J. Kreimer

Mathematics and Computers in Simulation (MATCOM), 1983, vol. 25, issue 4, 321-334

Abstract: 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.

Date: 1983
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:25:y:1983:i:4:p:321-334

DOI: 10.1016/0378-4754(83)90052-6

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