Efficient Simulation via Coupling
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Publication:5485361
DOI10.1017/S0269964800004241zbMath1094.65504OpenAlexW1992557542MaRDI QIDQ5485361
Eugene W. Wong, Peter W. Glynn
Publication date: 30 August 2006
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800004241
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Cites Work
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- Strong uniform times and finite random walks
- On coupling and weak convergence to stationarity
- Shift-coupling
- Some topics in regenerative steady-state simulation
- One-Dependent Regenerative Processes and Queues in Continuous Time
- Simulating Discounted Costs
- Blocking probabilities in large circuit-switched networks
- The Asymptotic Efficiency of Simulation Estimators
- Open, Closed, and Mixed Networks of Queues with Different Classes of Customers
- A splitting technique for Harris recurrent Markov chains
- A New Approach to the Limit Theory of Recurrent Markov Chains
- A discrete-time storage process with a general release rule
- Stationarity detection in the initial transient problem
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