Processes with associated increments

DOI10.2307/3214569zbMath0757.60068OpenAlexW2317009641MaRDI QIDQ4018325

Paul Glasserman

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214569

zbMATH Keywords

stochastic convexityvariance reductionpositively associatedFKG inequalitiesMonte Carlo applicationassociated measures and kernels

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov processes (60J99)

Related Items (4)

Some monotonicity and dependence properties of self-exciting point processes ⋮ On the first passage times for Markov processes with monotone convex transition kernels ⋮ Processes with Block-Associated Increments ⋮ Efficiency improvement techniques

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