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

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

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_319190
Date January 1993
ContributorsChung, Yuk-ka., Chinese University of Hong Kong Graduate School. Division of Statistics.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, 74 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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