Variance Reduction Techniques for the Simulation of Markov Processes. I. Multiple Estimates.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1977
Accession Number
ADA047950

Entities

People

  • Philip Heidelberger

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computational Science
  • Computer Science
  • Data Science
  • Estimators
  • Information Science
  • Kolmogorov Equations
  • Markov Chains
  • Markov Processes
  • Network Science
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Simulations
  • Stationary Processes
  • Statistical Algorithms
  • Stochastic Processes