Calculating corrections to queueing system characteristics (Q912494): Difference between revisions

A correction technique is proposed in order to estimate functionals of the ergodic distribution of a Markov chain by means of the known ergodic distribution of another Markov chain near to the original one. The chains contain a designated recurrent state 0. The correction term is formulated as expectation of random variables, and thus, the author emphasises the simulation issues of his method. Unfortunately, a restrictive assumption about the transition probabilities into the zero state of both chains is not motivated.