Simulating tail asymptotics of a Markov chain (Q553094)
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scientific article; zbMATH DE number 5932105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulating tail asymptotics of a Markov chain |
scientific article; zbMATH DE number 5932105 |
Statements
Simulating tail asymptotics of a Markov chain (English)
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26 July 2011
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rare event simulation
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time reversed Markov chain
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Jackson network
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strongly consistent estimator
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0.89791256
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0.89646184
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0.8828912
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0.8822366
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0.8807995
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0.8797716
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0.8786061
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