On the simulation of expectations of random variables depending on a stopping time (Q4039248)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the simulation of expectations of random variables depending on a stopping time |
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On the simulation of expectations of random variables depending on a stopping time (English)
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9 December 1993
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simulation of expectations
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stopping time
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Markov chain
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random variables
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rate of convergence
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numerical examples
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