Variance reduction through smoothing and control variates for Markov chain simulations

  • Authors:
  • Sigrún Andradóttir;Daniel P. Heyman;Teunis J. Ott

  • Affiliations:
  • Univ. of Wisconsin–Madison, Madison;Bellcore, Morristown, NJ;Bellcore, Morristown, NJ

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 1993

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Abstract