Accelerated regeneration for Markov chain simulations
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Publication:2808286
DOI10.1017/S0269964800004022zbMATH Open1336.60146MaRDI QIDQ2808286FDOQ2808286
Sigrún Andradóttir, Peter W. Glynn, James M. Calvin
Publication date: 23 May 2016
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Recommendations
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Title not available (Why is that?)
- A splitting technique for Harris recurrent Markov chains
- Some topics in regenerative steady-state simulation
- A New Approach to the Limit Theory of Recurrent Markov Chains
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- Analysis of parallel replicated simulations under a completion time constraint
- Discrete-time conversion for simulating semi-Markov processes
- A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
- Construction of a stationary regenerative process
- Regenerative simulation of TES processes
- Return-State Independent Quantities in Regenerative Simulation
Cited In (6)
- Nonexistence of a class of variate generation schemes.
- Derandomizing variance estimators
- Title not available (Why is that?)
- Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
- Regenerative structure of Markov chains simulated via common random numbers
- Simulation of processes with multiple regeneration sequences
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