Some topics in regenerative steady-state simulation
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Publication:1323529
DOI10.1007/BF00994267zbMath0799.60084MaRDI QIDQ1323529
Publication date: 17 November 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00994267
62M05: Markov processes: estimation; hidden Markov models
60J25: Continuous-time Markov processes on general state spaces
65C05: Monte Carlo methods
60K05: Renewal theory
Related Items
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions, Markov Processes with Restart, Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes, Efficient Simulation via Coupling, Wide-sense regeneration for Harris recurrent Markov processes: an open problem, Regenerative simulation of TES processes, Nonexistence of a class of variate generation schemes., On the biological foundation of risk preferences, Sensitivity analysis of regenerative queuing models, Estimation methods for passage times using one-dependent cycles, Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues, Large deviation asymptotics and control variates for simulating large functions, Further criteria for positive Harris recurrence of Markov chains, Accelerated Regeneration for Markov Chain Simulations, Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints, Application of Splitting to Failure Estimation in Controllable Degradation System
Cites Work
- One-Dependent Regenerative Processes and Queues in Continuous Time
- Stationarity detection in the initial transient problem
- [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
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