Stratified Monte Carlo simulation of Markov chains

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Publication:6271704

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DOI10.1016/J.MATCOM.2016.12.004arXiv1603.06386MaRDI QIDQ6271704

Rana Fakhereddine, Rami El Haddad, Christian Lécot, Joseph El Maalouf

Publication date: 21 March 2016

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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