I. M. Sobol', “Pseudo-random numbers for constructing discrete Markov chains by the Monte Carlo method”, Zh. Vychisl. Mat. Mat. Fiz., 1974, Volume 14, Number 1,Pages <nobr>36

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Zh. Vychisl. Mat. Mat. Fiz., 1974 Volume 14, Number 1, Pages 36–44 (Mi zvmmf6457)

This article is cited in 8 papers

Pseudo-random numbers for constructing discrete Markov chains by the Monte Carlo method

I. M. Sobol'

Moscow

UDC: 518:519.2

MSC: Primary 60J10; Secondary 65C10, 65C05

Received: 14.12.1972

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English version: USSR Computational Mathematics and Mathematical Physics, 1974, 14:1, 36–45

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