Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods

DOI10.1007/BF00288533zbMath0407.60079MaRDI QIDQ1258138

Philip Heidelberger

Publication date: 1980

Published in: Acta Informatica (Search for Journal in Brave)

zbMATH Keywords

Mark; Queueing Model; Reducing the Variance of Simulation Estimates

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)