Recursive moment formulas for regenerative simulation

Peter W. Glynn and Donald L. Iglehart
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Peter W. Glynn: University of Wisconsin
Donald L. Iglehart: University of Wisconsin

A chapter in Semi-Markov Models, 1986, pp 99-109 from Springer

Abstract: Abstract Let f be a real-valued function defined on the state space of a regenerative process % MathType!MTEF!2!1!+- % feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr % 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9 % vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x % fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaCbeaeaaca % WGybaaleaatuuDJXwAK1uy0HwmaeHbfv3ySLgzG0uy0Hgip5wzaGqb % aiab-jKiRcqabaGccqGH9aqpdaGadaqaaiaadIfadaqadaqaaiaads % haaiaawIcacaGLPaaacaGG6aGaamiDamXvP5wqSX2qVrwzqf2zLnha % rCqqK9MyLbIrH52zZ9MBNbYu0rgisbacgaGaa4xzIiaaicdaaiaawU % hacaGL9baaaaa!5916! $$ \mathop X\limits_ \eqsim = \left\{ {X\left( t \right):t \geqslant 0} \right\}$$ with regeneration times 0 = T0

Keywords: Regenerative Simulation; Discrete Time Markov Chain; Confidence Inter; Strong Markov Property; Absolute Summability (search for similar items in EconPapers)
Date: 1986
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DOI: 10.1007/978-1-4899-0574-1_7

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