Limit theorems for the method of replication

DOI10.1080/15326348708807060zbMath0634.60100OpenAlexW1976316684MaRDI QIDQ3773041

Peter W. Glynn

Publication date: 1987

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348708807060

zbMATH Keywords

weak convergenceconfidence intervals for steady-state means

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Special processes (60K99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Choosing sample path length and number of sample paths when starting in steady state ⋮ Replication Schemes For Limiting Expectations

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