Return-State Independent Quantities in Regenerative Simulation (Q4305755)
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scientific article; zbMATH DE number 639386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Return-State Independent Quantities in Regenerative Simulation |
scientific article; zbMATH DE number 639386 |
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Return-State Independent Quantities in Regenerative Simulation (English)
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6 February 1995
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regenerative point estimators
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regenerative method of simulation output analysis
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choice of return state
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limiting joint distribution
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standard- deviation estimators
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general state-space Markov chains
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asymptotic covariance
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asymptotic variance
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confidence intervals
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coverage probabilities
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