Potentially unlimited variance reduction in importance sampling of Markov chains (Q4877464)
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scientific article; zbMATH DE number 877768
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| English | Potentially unlimited variance reduction in importance sampling of Markov chains |
scientific article; zbMATH DE number 877768 |
Statements
Potentially unlimited variance reduction in importance sampling of Markov chains (English)
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16 September 1996
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Monte Carlo simulation
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Poisson's equation
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steady-state simulations
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simulation estimator
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steady-state performance
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optimal matrix
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0.8739148378372192
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0.865938663482666
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0.850135087966919
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0.8206272721290588
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0.8185176253318787
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