The blind simulation problem and regenerative processes

DOI10.1109/18.737519zbMath0931.65004OpenAlexW2162415632MaRDI QIDQ4701217

James Antonio Bucklew

Publication date: 21 November 1999

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.737519

zbMATH Keywords

large deviationMonte Carlo simulationregenerative processesimportance sampling strategy

Mathematics Subject Classification ID

Related Items (3)

Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors ⋮ Staircase patterns in words: subsequences, subwords, and separation number ⋮ Dynamic importance sampling for uniformly recurrent Markov chains

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