The Almost Regenerative Method for Stochastic System Simulations
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Publication:3862232
DOI10.1287/opre.28.2.375zbMath0426.60099MaRDI QIDQ3862232
Ronald W. Wolff, F. L. Gunther
Publication date: 1980
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.28.2.375
60G10: Stationary stochastic processes
65C20: Probabilistic models, generic numerical methods in probability and statistics
60K99: Special processes
62C05: General considerations in statistical decision theory
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