Regenerative structure of Markov chains simulated via common random numbers : rev. March 1985
Year of publication: |
1985
|
---|---|
Authors: | Glynn, Peter W. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 4.1985, 2, p. 49-57
|
Subject: | Statistik Wahrscheinlichkeitstheorie |
-
Garrelfs, Horst, (1978)
-
Edwards, Anthony W. F., (1972)
-
A guide to probability theory and application
Derman, Cyrus, (1973)
- More ...
-
A probabilistic proof of the Perron–Frobenius theorem
Glynn, Peter W., (2021)
-
Asymptotic validity of batch means steady-state confidence intervals
Glynn, Peter W., (2009)
-
Simulation algorithms for regenerative processes
Glynn, Peter W., (2006)
- More ...