Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
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 ...