Subdiffusive discrete time random walks via Monte Carlo and subordination.
James A. NicholsBruce Ian HenryChristopher AngstmannPublished in: J. Comput. Phys. (2018)
Keyphrases
- random walk
- monte carlo
- markov chain
- finite state
- steady state
- monte carlo simulation
- transition probabilities
- directed graph
- importance sampling
- stationary distribution
- state space
- adaptive sampling
- monte carlo methods
- markov random walk
- matrix inversion
- random walker
- variance reduction
- markovian decision
- monte carlo tree search
- transition probability matrix
- quasi monte carlo