Estimation of integrals with respect to infinite measures using regenerative sequences
From MaRDI portal
Publication:2794730
DOI10.1239/jap/1450802757zbMath1334.65003OpenAlexW2214140153WikidataQ60521540 ScholiaQ60521540MaRDI QIDQ2794730
Vivekananda Roy, Krishna B. Athreya
Publication date: 11 March 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1450802757
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Limit theorems of Brownian additive functionals ⋮ Posterior propriety for hierarchical models with log-likelihoods that have norm bounds ⋮ Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Monte Carlo methods for improper target distributions
- Markov chains and stochastic stability
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
- Nonparametric estimation in null recurrent time series.
- Stochastic simulation: Algorithms and analysis
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
- Distribution of the number of visits of a random walk
- On the applicability of regenerative simulation in Markov chain Monte Carlo
- Regeneration in Markov Chain Samplers
- Probability
This page was built for publication: Estimation of integrals with respect to infinite measures using regenerative sequences
