Exact estimation for Markov chain equilibrium expectations (Q5245637): Difference between revisions

@@ Property / author @@
-Peter W. Glynn
@@ Property / author: Peter W. Glynn / rank @@
-Normal rank
@@ Property / author @@
+Peter W. Glynn
@@ Property / author: Peter W. Glynn / rank @@
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+MaRDI publication profile
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+W2074711122
@@ Property / OpenAlex ID: W2074711122 / rank @@
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+.4302
@@ Property / arXiv ID: 1409.4302 / rank @@
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+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
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+Stationarity detection in the initial transient problem
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+A New Approach to the Limit Theory of Recurrent Markov Chains
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+Stochastically recursive sequences and their generalizations
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+Perfect simulation for a class of positive recurrent Markov chains
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+Perfect sampling of ergodic Harris chains
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+Iterated Random Functions
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+Simulating the maximum of a random walk
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+Multilevel Monte Carlo Path Simulation
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+The Asymptotic Efficiency of Simulation Estimators
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+Geometric ergodicity and perfect simulation
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+Q4779128
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+A general method for debiasing a Monte Carlo estimator
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+Markov chains and stochastic stability
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+Exact sampling with coupled Markov chains and applications to statistical mechanics
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+Q4943608
@@ Property / cites work: Q4943608 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5245637