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- W2574043944 abstract "This paper briefly reviews the regenerative method for steady-state simulation, and then shows how regenerative structure can be used computationally to develop new estimators for the spectral density, moments of hitting times, and both discounted and average reward value functions. All our estimators typically exhibit the Monte Carlo method's usual square convergence rate. This is in contrast to the usual sub-square root rate exhibited by, for example, spectral density estimators in the absence of regenerative structure." @default.
- W2574043944 created "2017-01-26" @default.
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- W2574043944 date "2016-12-11" @default.
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- W2574043944 title "Extensions of the regenerative method to new functionals" @default.
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- W2574043944 doi "https://doi.org/10.5555/3042094.3042144" @default.
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