Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times (Q4950715): Difference between revisions

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scientific article; zbMATH DE number 1428392
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Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times
scientific article; zbMATH DE number 1428392

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    Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times (English)
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    9 April 2000
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    cycle-length truncation
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    algorithm
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    random samples
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    invariant measure
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    Markov chain
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    backward coupling
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    stochastically monotone chains
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