Generation of the steady state for Markov chains using regenerative simulation.

• Other Authors: Chung, Yuk-ka.
• Format: Others
• Language: English
• Published: Chinese University of Hong Kong 1993
• Subjects: Markov processes; Simulation methods
• Online Access: http://library.cuhk.edu.hk/record=b5887799; http://repository.lib.cuhk.edu.hk/en/item/cuhk-319190

by Yuk-ka Chung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1993. === Includes bibliographical references (leaves 73-74). === Chapter Chapter 1 --- Introduction --- p.1 === Chapter Chapter 2 --- Regenerative Simulation --- p.5 === Chapter § 2.1 --- Discrete time discrete state space Markov chain --- p.5 === Chapter § 2.2 --- Discrete time continuous state space Markov chain --- p.8 === Chapter Chapter 3 --- Estimation --- p.14 === Chapter § 3.1 --- Ratio estimators --- p.14 === Chapter § 3.2 --- General method for generation of steady states from the estimated stationary distribution --- p.17 === Chapter § 3.3 --- Bootstrap method --- p.22 === Chapter § 3.4 --- A new approach: the scoring method --- p.26 === Chapter § 3.4.1 --- G(0) method --- p.29 === Chapter § 3.4.2 --- G(1) method --- p.31 === Chapter Chapter 4 --- Bias of the Scoring Sampling Algorithm --- p.34 === Chapter § 4.1 --- General form --- p.34 === Chapter § 4.2 --- Bias of G(0) estimator --- p.36 === Chapter § 4.3 --- Bias of G(l) estimator --- p.43 === Chapter § 4.4 --- Estimation of bounds for bias: stopping criterion for simulation --- p.51 === Chapter Chapter 5 --- Simulation Study --- p.54 === Chapter Chapter 6 --- Discussion --- p.70 === References --- p.73