Potentially Unlimited Variance Reduction in Importance Sampling of Markov Chains

Autor:	Andradóttir, Sigrún, Heyman, Daniel P., Ott, Teunis J.
Zdroj:	Advances in Applied Probability, 1996 Mar 01. 28(1), 166-188.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/1427916 Zobrazit plný text záznamu