Estimating steady-state distributions via simulation-generated histograms
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Publication:941527
DOI10.1016/j.cor.2006.05.015zbMath1143.60300OpenAlexW2005547096MaRDI QIDQ941527
Publication date: 1 September 2008
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2006.05.015
Computational methods in Markov chains (60J22) Point estimation (62F10) Probability distributions: general theory (60E05) Stochastic processes (60G99)
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- Low-storage quantile estimation
- Quantile and tolerance-interval estimation in simulation
- Quantile Estimation in Dependent Sequences
- A Batching Approach to Quantile Estimation in Regenerative Simulations
- Simulating Stable Stochastic Systems, VI: Quantile Estimation
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