Potentially unlimited variance reduction in importance sampling of Markov chains (Q4877464)
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scientific article; zbMATH DE number 877768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Potentially unlimited variance reduction in importance sampling of Markov chains |
scientific article; zbMATH DE number 877768 |
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Potentially unlimited variance reduction in importance sampling of Markov chains (English)
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16 September 1996
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Monte Carlo simulation
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Poisson's equation
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steady-state simulations
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simulation estimator
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steady-state performance
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optimal matrix
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