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Discrete-time conversion for simulating semi-Markov processes · Study

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ArticleDiscrete-time conversion for simulating semi-Markov processes

Bennett L. Fox1986

Article1986

Discrete-time conversion for simulating semi-Markov processes

Bennett L. Fox · Peter W. Glynn

39 citations·0/0 files stored·Operations Research Letters

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Simulation Techniques and Applications Probability and Statistical Research Markov Chains and Monte Carlo Methods

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References

1984Matrix-Geometric Solutions to Stochastic Models 1983A Guide to Simulation 1985Matrix-geometric solutions in stochastic models 1983Confidence Interval Estimation Using Standardized Time Series 1976Discrete time methods for simulating continuous time Markov chains

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1992Derivative Estimates from Simulation of Continuous-Time Markov Chains 1989Simulating Discounted Costs 1994Efficiency improvement techniques 1993Filtered Monte Carlo 1999Variance Reduction in Simulations of Loss Models 1990The limiting value of derivative estimators based on perturbation analysis

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Year1986

Typearticle

Published1986-10-01

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations39

Files0 public / 0

ShelfSimulation Techniques and Applications

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doi10.1016/0167-6377(86)90076-3

openalex_workW2091176971

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