Stationarity detection in the initial transient problem

DOI10.1145/137926.137932zbMath0842.68106OpenAlexW2089897750MaRDI QIDQ4876084

Hermann Thorisson, Peter W. Glynn, Soren Asmussen

Publication date: 28 April 1996

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

simulationfinite state Markov chains

Mathematics Subject Classification ID

Markov processes (60J99)

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