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Some functional inequalities and the rate of convergence of Markov chains to the boundary. / Golyandina, N. E.

In: Computational Mathematics and Mathematical Physics, Vol. 31, No. 7, 01.12.1991, p. 63-72.

Research output: Contribution to journal › Article › peer-review

Harvard

Golyandina, NE 1991, 'Some functional inequalities and the rate of convergence of Markov chains to the boundary', Computational Mathematics and Mathematical Physics, vol. 31, no. 7, pp. 63-72.

APA

Golyandina, N. E. (1991). Some functional inequalities and the rate of convergence of Markov chains to the boundary. Computational Mathematics and Mathematical Physics, 31(7), 63-72.

Vancouver

Golyandina NE. Some functional inequalities and the rate of convergence of Markov chains to the boundary. Computational Mathematics and Mathematical Physics. 1991 Dec 1;31(7):63-72.

Author

Golyandina, N. E. / Some functional inequalities and the rate of convergence of Markov chains to the boundary. In: Computational Mathematics and Mathematical Physics. 1991 ; Vol. 31, No. 7. pp. 63-72.

BibTeX

@article{89a48ea99a0b46869a1883590a5b7a6d,
title = "Some functional inequalities and the rate of convergence of Markov chains to the boundary",
abstract = "A functional inequality is used to investigate the behaviour of a decreasing function in the neighbourhood of zero and the results are applied to estimate the mean number of steps of a Markov chain to reach the ε{lunate} -neighbourhood of the boundary as ε{lunate}→0. In particular, the bound O(ln(|lnε{lunate}|)) is obtained on the time complexity of the Monte-Carlo solution of the internal and external Dirichlet problems for the Laplace operator.",
author = "Golyandina, {N. E.}",
year = "1991",
month = dec,
day = "1",
language = "English",
volume = "31",
pages = "63--72",
journal = "Computational Mathematics and Mathematical Physics",
issn = "0965-5425",
publisher = "МАИК {"}Наука/Интерпериодика{"}",
number = "7",

}

RIS

TY - JOUR

T1 - Some functional inequalities and the rate of convergence of Markov chains to the boundary

AU - Golyandina, N. E.

PY - 1991/12/1

Y1 - 1991/12/1

N2 - A functional inequality is used to investigate the behaviour of a decreasing function in the neighbourhood of zero and the results are applied to estimate the mean number of steps of a Markov chain to reach the ε{lunate} -neighbourhood of the boundary as ε{lunate}→0. In particular, the bound O(ln(|lnε{lunate}|)) is obtained on the time complexity of the Monte-Carlo solution of the internal and external Dirichlet problems for the Laplace operator.

AB - A functional inequality is used to investigate the behaviour of a decreasing function in the neighbourhood of zero and the results are applied to estimate the mean number of steps of a Markov chain to reach the ε{lunate} -neighbourhood of the boundary as ε{lunate}→0. In particular, the bound O(ln(|lnε{lunate}|)) is obtained on the time complexity of the Monte-Carlo solution of the internal and external Dirichlet problems for the Laplace operator.

UR - http://www.scopus.com/inward/record.url?scp=44949284756&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:44949284756

VL - 31

SP - 63

EP - 72

JO - Computational Mathematics and Mathematical Physics

JF - Computational Mathematics and Mathematical Physics

SN - 0965-5425

IS - 7

ER -

ID: 41447048