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Exact estimation for Markov chain equilibrium expectations - MaRDI portal

Exact estimation for Markov chain equilibrium expectations (Q5245637)

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scientific article; zbMATH DE number 6425007
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English
Exact estimation for Markov chain equilibrium expectations
scientific article; zbMATH DE number 6425007

    Statements

    title
    Exact estimation for Markov chain equilibrium expectations (English)
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    author
    Chang-Han Rhee
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    Peter W. Glynn
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    publication date
    14 April 2015
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    zbMATH Keywords
    unbiased estimation
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    Markov chain equilibrium expectation
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    Markov chain stationary expectation
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    exact estimation
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    exact sampling
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    exact simulation
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    perfect sampling
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    perfect simulation
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    Monte Carlo method
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    65C40
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    60J22
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    zbMATH DE Number
    6425007
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    OpenAlex ID
    W2074711122
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    arXiv ID
    1409.4302
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