| HAL-Inria | Publications, software ... of Inria's scientists |
Conference papers
Perfect sampling of stationary rewards of Markov chains
Abstract : This article illustrates how reward backward coupling improves simulation complexity for the estimation of stationary rewards. Bounds on the coupling time for M/M/1/C are given and experimental results on a large queueing network validate the practical interest of such an approach.
Cited literature [7 references]
https://hal.inria.fr/hal-00953625
Contributor : Arnaud Legrand <>
Submitted on : Monday, March 10, 2014 - 4:44:58 PM
Last modification on : Thursday, November 19, 2020 - 1:00:25 PM
Long-term archiving on: : Tuesday, June 10, 2014 - 10:37:30 AM
Contributor : Arnaud Legrand <>
Submitted on : Monday, March 10, 2014 - 4:44:58 PM
Last modification on : Thursday, November 19, 2020 - 1:00:25 PM
Long-term archiving on: : Tuesday, June 10, 2014 - 10:37:30 AM
File
V08.pdf
Files produced by the author(s)