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HAL Id: inria-00070462 https://hal.inria.fr/inria-00070462 Submitted on 19 May 2006 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains P. l’Ecuyer, Christian Lécot, Bruno Tuffn To cite this version: P. l’Ecuyer, Christian Lécot, Bruno Tuffn. A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. [Research Report] RR-5545, INRIA. 2005, pp.32. inria-00070462

A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET

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Page 1: A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET

HAL Id: inria-00070462https://hal.inria.fr/inria-00070462

Submitted on 19 May 2006

HAL is a multi-disciplinary open accessarchive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come fromteaching and research institutions in France orabroad, or from public or private research centers.

L’archive ouverte pluridisciplinaire HAL, estdestinée au dépôt et à la diffusion de documentsscientifiques de niveau recherche, publiés ou non,émanant des établissements d’enseignement et derecherche français ou étrangers, des laboratoirespublics ou privés.

A Randomized Quasi-Monte Carlo Simulation Methodfor Markov Chains

P. l’Ecuyer, Christian Lécot, Bruno Tuffin

To cite this version:P. l’Ecuyer, Christian Lécot, Bruno Tuffin. A Randomized Quasi-Monte Carlo Simulation Method forMarkov Chains. [Research Report] RR-5545, INRIA. 2005, pp.32. �inria-00070462�

Page 2: A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET

ISS

N 0

249-

6399

ISR

N IN

RIA

/RR

--55

45--

FR

+E

NG

ap por t de r ech er ch e

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

A Randomized Quasi-Monte Carlo SimulationMethod for Markov Chains

P. L’Ecuyer, C. Lécot and B. Tuffin

N˚5545

Avril 2005

Systèmes communicants

Page 3: A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET
Page 4: A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET

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Page 6: A Randomized Quasi-Monte Carlo Simulation Method for Markov … · ISSN 0249-6399 ISRN INRIA/RR--5545--FR+ENG apport de recherche INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET

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Unité de recherche INRIA Lorraine, Technopôle de Nancy-Brabois, Campus scientifique,615 rue du Jardin Botanique, BP 101, 54600 VILLERS LÈS NANCY

Unité de recherche INRIA Rennes, Irisa, Campus universitaire de Beaulieu, 35042 RENNES CedexUnité de recherche INRIA Rhône-Alpes, 655, avenue de l’Europe, 38330 MONTBONNOT ST MARTIN

Unité de recherche INRIA Rocquencourt, Domaine de Voluceau, Rocquencourt, BP 105, 78153 LE CHESNAY CedexUnité de recherche INRIA Sophia-Antipolis, 2004 route des Lucioles, BP 93, 06902 SOPHIA-ANTIPOLIS Cedex

ÉditeurINRIA, Domaine de Voluceau, Rocquencourt, BP 105, 78153 LE CHESNAY Cedex (France)��������� ���� ���������� ��� ���

ISSN 0249-6399