Some topics in regenerative steady-state simulation
From MaRDI portal
Publication:1323529
DOI10.1007/BF00994267zbMath0799.60084OpenAlexW1971572301MaRDI QIDQ1323529
Publication date: 17 November 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00994267
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Renewal theory (60K05)
Related Items
Sensitivity analysis of regenerative queuing models, Estimation methods for passage times using one-dependent cycles, On the biological foundation of risk preferences, Wide-sense regeneration for Harris recurrent Markov processes: an open problem, Three-level modeling of a speed-scaling supercomputer, Nonexistence of a class of variate generation schemes., Further criteria for positive Harris recurrence of Markov chains, Application of Splitting to Failure Estimation in Controllable Degradation System, Markov Processes with Restart, Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues, Large deviation asymptotics and control variates for simulating large functions, Accelerated Regeneration for Markov Chain Simulations, Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes, Efficient Simulation via Coupling, Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints, Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions, Regenerative simulation of TES processes
Cites Work
- One-Dependent Regenerative Processes and Queues in Continuous Time
- Stationarity detection in the initial transient problem
- [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
