Monte Carlo matrix inversion and recurrent events
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- by H. P. Edmundson PDF
- Math. Comp. 7 (1953), 18-21 Request permission
References
- W. R. Wasow, A note on the inversion of matrices by random walks, Math. Tables Aids Comput. 6 (1952), 78–81. MR 55033, DOI 10.1090/S0025-5718-1952-0055033-2 W. Feller, An Introduction to Probability Theory and its Applications, v. 1, New York, 1950.
- George E. Forsythe and Richard A. Leibler, Matrix inversion by a Monte Carlo method, Math. Tables Aids Comput. 4 (1950), 127–129. MR 38138, DOI 10.1090/S0025-5718-1950-0038138-X
- John H. Curtiss, Sampling methods applied to differential and difference equations, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, pp. 87–109. MR 0043564
Additional Information
- © Copyright 1953 American Mathematical Society
- Journal: Math. Comp. 7 (1953), 18-21
- MSC: Primary 65.0X
- DOI: https://doi.org/10.1090/S0025-5718-1953-0055034-5
- MathSciNet review: 0055034