Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times (Q4950715)
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scientific article; zbMATH DE number 1428392
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| English | Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times |
scientific article; zbMATH DE number 1428392 |
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Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times (English)
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9 April 2000
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cycle-length truncation
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algorithm
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random samples
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invariant measure
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Markov chain
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backward coupling
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stochastically monotone chains
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0.8425317406654358
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0.7894008159637451
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0.7713212966918945
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0.769389271736145
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