Importance sampling for indicator Markov chains

Kay Giesecke, Alexander D. Shkolnik. Importance sampling for indicator Markov chains. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2742-2750, WSC, 2010. [doi]

@inproceedings{GieseckeS10,
  title = {Importance sampling for indicator Markov chains},
  author = {Kay Giesecke and Alexander D. Shkolnik},
  year = {2010},
  doi = {10.1109/WSC.2010.5678969},
  url = {http://dx.doi.org/10.1109/WSC.2010.5678969},
  tags = {Markov},
  researchr = {https://researchr.org/publication/GieseckeS10},
  cites = {0},
  citedby = {0},
  pages = {2742-2750},
  booktitle = {Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010},
  publisher = {WSC},
}