Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space

Christian Lecot (1) , P. L'Ecuyer (2) , Bruno Tuffin (3)

1 LAMA - Laboratoire de Mathématiques
2 DIRO - Département d'Informatique et de Recherche Opérationnelle [Montreal]
3 ARMOR - Architectures and network models

Domaines: Analyse numérique [math.NA]

Christian Lecot, P. L'Ecuyer, Bruno Tuffin. Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space. Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Jun 2004, Juan-Les-Pins, France. pp.331-342. ⟨hal-00388455⟩