The run probabilities of tes processes

DOI10.1080/15326349408807324MaRDI QIDQ4314756zbMATH OpenOpenAlexFDO

Authors David L. Jagerman, Benjamin Melamed

Publication date 14 February 1995

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

Full work available at URL https://doi.org/10.1080/15326349408807324

zbMATH Keywords

numerical approximationsTES processesrun probabilitiesMonte Carlo simulation statisticsSokolov approximation methodology

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Recommendations

• Algorithmic modeling of TES processes
• The empirical TES methodology: Modeling empirical time series
• On Markovian traffic with applications to TES processes
• Regenerative simulation of TES processes
• TES: A Class of Methods for Generating Autocorrelated Uniform Variates

Cited in

(2)

• On Markovian traffic with applications to TES processes
• MARM processes. I: General theory

This page was built for publication: The run probabilities of tes processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4314756)