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Lithuanian Mathematical Journal

, Volume 15, Issue 4, pp 613–617 | Cite as

Modeling of a nonlinearity by a sequence of Markov chains

  • V. V. Kleiza
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Keywords

Markov Chain 
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Literature Cited

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    V. Kleiza, “On sufficient conditions for applicability of the Monte Carlo method for solving systems of nonlinear equations,” Litovsk. Matem. Sb.,12, No. 2, pp. 75–63 (1972).Google Scholar
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    V. Kleiza, “Solution of nonlinear difference equations by the Monte Carlo method,” in: Differential Equations and Their Applications [in Russian], No. 3, Izd. In-ta Fiziki i Matematiki Akad. Nauk Litovskoi SSR, Vilnius (1973), pp. 51–67.Google Scholar
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    V. Kleiza, “On estimation of the probability, error of the coarse Monte Carlo method,” in: Differential Equations and Their Applications [in Russian], No. 10, Izd. In-ta Fiziki i Matematiki Akad. Nauk Litovskoi SSR, Vilnius (1974).Google Scholar
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    V. Kleiza, Solution of Nonlinear Equations by the Monte Carlo Method [in Russian], Candidate's Dissertation, Leningrad (1973).Google Scholar
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    N. Metropolis et al., “Equations of state calculations by fast computing machines,” J. Chem. Phys.,21, pp. 1087–1092, (1953).Google Scholar
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    J. M. Hammersley and D. C. Handscomb, Monte Carlo Methods, London (1967).Google Scholar
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    S. Karlin, First Course in Stochastic Processes, Academic Press (1966).Google Scholar
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    J. G. Kemeny and J. L. Snell, Finite Markov Chains, Van Nostrand (1959).Google Scholar

Copyright information

© Plenum Publishing Corporation 1976

Authors and Affiliations

  • V. V. Kleiza

There are no affiliations available

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