Importance sampling for markov chains: asymptotics for the variance (Q4314750)
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scientific article; zbMATH DE number 695524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for markov chains: asymptotics for the variance |
scientific article; zbMATH DE number 695524 |
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Importance sampling for markov chains: asymptotics for the variance (English)
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27 November 1994
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Perron-Frobenius theory
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analysis of variance asymptotics
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simulations of finite state Markov chains
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importance sampling
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exponential rate constant
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cumulative costs
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terminal costs
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steady-state costs
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likelihood ratio gradient estimator
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discrete-event simulations
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