Formulas for the variance of the sample mean in finite state Markov processes

Gordon B. Hazen, A. Alan B. Pritsker. Formulas for the variance of the sample mean in finite state Markov processes. In Harold Joseph Highland, Robert G. Sargent, J. William Schmidt, Mitchell G. Spiegel, Paul F. Roth, Sara Torrence, Claude M. Delfosse, Larry G. Hull, editors, Proceedings of the 9th conference on Winter simulation, WSC 1977, Gaithersburg, MD, USA, December 5-7, 1977. pages 168-174, ACM, 1977. [doi]

Abstract

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