Simulating tail asymptotics of a Markov chain (Q553094)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating tail asymptotics of a Markov chain |
scientific article |
Statements
Simulating tail asymptotics of a Markov chain (English)
0 references
26 July 2011
0 references
rare event simulation
0 references
time reversed Markov chain
0 references
Jackson network
0 references
strongly consistent estimator
0 references
0 references
