Exploiting regenerative structure to estimate finite time averages via simulation (Q4565381)
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scientific article; zbMATH DE number 6886441
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| English | Exploiting regenerative structure to estimate finite time averages via simulation |
scientific article; zbMATH DE number 6886441 |
Statements
Exploiting regenerative structure to estimate finite time averages via simulation (English)
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12 June 2018
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efficiency improvement
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regenerative processes
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time averages
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variance reduction
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0.7797883152961731
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0.7778246998786926
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0.775568425655365
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0.766282320022583
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0.7660768032073975
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