Asymptotic Formulas for Markov Processes with Applications to Simulation
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Publication:4004737
DOI10.1287/opre.40.2.279zbMath0748.60062MaRDI QIDQ4004737
Publication date: 27 September 1992
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.40.2.279
Markov chains; ergodic Markov process; recursive computational procedures; steady-state stochastic simulation experiment
60J25: Continuous-time Markov processes on general state spaces
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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