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]

@inproceedings{AndradottirHO92,
  title = {Smoothing Methods for Variance Reduction in Simulation of Markov Chains},
  author = {Sigrún Andradóttir and Daniel P. Heyman and Teunis J. Ott},
  year = {1992},
  doi = {10.1145/167293.167401},
  url = {http://doi.acm.org/10.1145/167293.167401},
  tags = {Markov},
  researchr = {https://researchr.org/publication/AndradottirHO92},
  cites = {0},
  citedby = {0},
  pages = {453-457},
  booktitle = {Proceedings of the 24th Winter Simulation Conference, Arlington, VA, USA, December 13-16, 1992},
  publisher = {ACM Press},
}