Asymptotic Formulas for Markov Processes with Applications to Simulation

DOI10.1287/opre.40.2.279zbMath0748.60062OpenAlexW2043812519MaRDI QIDQ4004737

Ward Whitt

Publication date: 27 September 1992

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.2.279

zbMATH Keywords

Markov chainsergodic Markov processrecursive computational proceduressteady-state stochastic simulation experiment

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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