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]

Authors

Sigrún Andradóttir

This author has not been identified. Look up 'Sigrún Andradóttir' in Google

Daniel P. Heyman

This author has not been identified. Look up 'Daniel P. Heyman' in Google

Teunis J. Ott

This author has not been identified. Look up 'Teunis J. Ott' in Google