"Fast Simulation of Markov Chains with Small Transition Probabilities."

Sandeep Juneja, Perwez Shahabuddin (2001)

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DOI: 10.1287/MNSC.47.4.547.9827

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type: Journal Article

metadata version: 2022-05-02

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Sandeep Juneja, Perwez Shahabuddin:
Fast Simulation of Markov Chains with Small Transition Probabilities. Manag. Sci. 47(4): 547-562 (2001)

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