Stationarity detection in the initial transient problem
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Publication:4876084
DOI10.1145/137926.137932zbMATH Open0842.68106OpenAlexW2089897750MaRDI QIDQ4876084FDOQ4876084
Authors: Hermann Thorisson, Søren Asmussen, Peter W. Glynn 
Publication date: 28 April 1996
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/
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- Analysis of the behavior of the transient period in non-terminating simulations
- Multiparameter Bernoulli factories
- Rare events in queueing systems -- A survey
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- The eigenvalues of the empirical transition matrix of a Markov chain
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- Nearly optimal Bernoulli factories for linear functions
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Exact estimation for Markov chain equilibrium expectations
- MCMC convergence diagnosis via multivariate bounds on log-concave densities
- An interruptible algorithm for perfect sampling via Markov chains
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