The convergence of Markov chain-based Monte Carlo linear solvers using the Ulamvon Neumann algorithm for a linear system of the form x = H x + b is investigated in this paper. We analyze the ...
Fournier and Printems [Bernoulli 16 (2010) 343-360] have recently established a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with ...