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Discrete-time conversion for simulating semi-Markov processes
5 references·6 citing·36 second hop
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this work references cited by second hop

References

  • 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
  • 1983A Guide to Simulation1,468 cited
  • 1985Matrix-geometric solutions in stochastic models886 cited
  • 1983Confidence Interval Estimation Using Standardized Time Series317 cited
  • 1976Discrete time methods for simulating continuous time Markov chains99 cited

Cited by

  • 1992Derivative Estimates from Simulation of Continuous-Time Markov Chains35 cited
  • 1989Simulating Discounted Costs30 cited
  • 1994Efficiency improvement techniques29 cited
  • 1993Filtered Monte Carlo22 cited
  • 1999Variance Reduction in Simulations of Loss Models13 cited
  • 1990The limiting value of derivative estimators based on perturbation analysis9 cited

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