El Haddad, R.; Lécot, C.; L’Ecuyer, P.; Nassif, N. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 3, pp. 560-567
We describe a quasi-Monte Carlo method for the simulation of discrete time Markov chains with continuous multi-dimensional state space. The method simulates copies of the chain in parallel. At each step the copies are reordered according to their successive coordinates. We prove the convergence...