Smoothing Methods for Variance Reduction in Simulation of Markov Chains

Sigrún Andradóttir, Daniel P. Heyman, Teunis J. Ott. Smoothing Methods for Variance Reduction in Simulation of Markov Chains. In Proceedings of the 24th Winter Simulation Conference, Arlington, VA, USA, December 13-16, 1992. pages 453-457, ACM Press, 1992. [doi]

Abstract

Abstract is missing.