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Forward and reverse representations for Markov chains - MaRDI portal

Forward and reverse representations for Markov chains (Q2372464)

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Forward and reverse representations for Markov chains
scientific article

    Statements

    title
    Forward and reverse representations for Markov chains (English)
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    publication date
    27 July 2007
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    zbMATH Keywords
    transition density estimation
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    forward and reverse Markov chains
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    Monte Carlo simulation
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    estimation of risk
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    author
    Grigori N. Milstein
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    Vladimir Spokoiny
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60J10
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    62G07
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    65C05
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    zbMATH DE Number
    5175328
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    OpenAlex ID
    W2159755347
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