Accelerated Regeneration for Markov Chain Simulations

DOI10.1017/S0269964800004022zbMath1336.60146MaRDI QIDQ2808286

Sigrún Andradóttir, James M. Calvin, Peter W. Glynn

Publication date: 23 May 2016

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

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

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

Cites Work

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• Return-State Independent Quantities in Regenerative Simulation
• Analysis of parallel replicated simulations under a completion time constraint

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