Simulating Stable Stochastic Systems, II: Markov Chains

DOI10.1145/321796.321806MaRDI QIDQ4778140zbMATH OpenOpenAlexFDO

Authors M. A. Crane, Donald L. Iglehart

Publication date 1974

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/321796.321806

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Formal languages and automata (68Q45)

Cited in

(9)

• The score function approach for sensitivity analysis of computer simulation models
• Discrete time analysis of a slotted transmission system
• Optimal simulation lengths for various algorithms computing the mean
• Computing optimal policies for Markovian decision processes using simulation
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Tutorial
• Simulating stable stochastic systems, V: Comparison of ratio estimators
• The power of alternative Kolmogorov-Smirnov tests based on transformations of the data
• Simulating tail asymptotics of a Markov chain

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