MONTE-CARLO SIMULATION AND LARGE DEVIATIONS THEORY FOR UNIFORMLY RECURRENT MARKOV-CHAINS

被引：61

作者：

BUCKLEW, JA

NEY, P

SADOWSKY, JS

机构：

[1] UNIV WISCONSIN,DEPT MATH,MADISON,WI 53706

[2] PURDUE UNIV,SCH ELECT ENGN,W LAFAYETTE,IN 47906

来源：

JOURNAL OF APPLIED PROBABILITY | 1990年 / 27卷 / 01期

关键词：

D O I：

10.2307/3214594

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：44 / 59

页数：16

相关论文

共 30 条

[1] [Anonymous], 1979, MONTE CARLO METHODS
[2] ON DEVIATIONS OF THE SAMPLE-MEAN
BAHADUR, RR
RAO, RR
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (04): : 1015 - 1027
[3] BUCKLEW JA, 1988, 22ND P ANN C INF SCI, P1019
[4] LARGE DEVIATIONS AND RARE EVENTS IN THE STUDY OF STOCHASTIC ALGORITHMS
COTTRELL, M
FORT, JC
MALGOUYRES, G
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (09) : 907 - 920
[5] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME, I
DONSKER, MD
VARADHAN, SRS
[J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (01) : 1 - 47
[6] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .4.
DONSKER, MD
VARADHAN, SRS
[J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1983, 36 (02) : 183 - 212
[7] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .3.
DONSKER, MD
VARADHAN, SRS
[J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1976, 29 (04) : 389 - 461
[8] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .2.
DONSKER, MD
VARADHAN, SRS
[J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (02) : 279 - 301
[9] Ellis R.S., 1985, ENTROPY LARGE DEVIAT
[10] LARGE DEVIATIONS FOR A GENERAL-CLASS OF RANDOM VECTORS
ELLIS, RS
[J]. ANNALS OF PROBABILITY, 1984, 12 (01) : 1 - 12