Some asymptotic formulas for markov chains with applications to simulation†
- 1 January 1984
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 19 (2), 97-112
- https://doi.org/10.1080/00949658408810721
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Formulas for the variance of the sample mean in finite state markov processesJournal of Statistical Computation and Simulation, 1980
- A survey of research on the simulation startup problemSIMULATION, 1978
- Discrete time methods for simulating continuous time Markov chainsAdvances in Applied Probability, 1976
- Regenerative stochastic processesProceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences, 1955