A Martingale Approach to Regenerative Simulation

DOI10.1017/S0269964800003727zbMath1335.60164OpenAlexW2093122733MaRDI QIDQ2805312

Donald L. Iglehart, Peter W. Glynn

Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800003727

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)

Related Items (1)

Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

Cites Work

• Some asymptotic formulas for markov chains with applications to simulation^†
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