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Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.

Peter W. GlynnMarvin K. NakayamaBruno Tuffin
Published in: WSC (2020)
Keyphrases
  • markov chain
  • real time
  • probability distribution
  • small number
  • input data
  • steady state
  • confidence intervals
  • data mining
  • e learning
  • case study
  • joint distribution
  • initial set
  • markov process
  • sample set