Replication Schemes For Limiting Expectations

DOI10.1017/S0269964800001170zbMath1134.68588OpenAlexW2114135201MaRDI QIDQ3415931

Bennett L. Fox, Peter W. Glynn

Publication date: 19 January 2007

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

Full work available at URL: https://doi.org/10.1017/s0269964800001170

Mathematics Subject Classification ID

Statistics (62-XX) Computing methodologies and applications (68U99)

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Cites Work

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• Upper bounds on Poisson tail probabilities
• Limit theorems for the method of replication
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• On the calculation of definite integrals dependent on a parameter by the monte carlo method

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