Glynn, Peter; Sigman, Karl Independent sampling of a stochastic process. (English) Zbl 0932.60040 Stochastic Processes Appl. 74, No. 2, 151-164 (1998). Reviewer: L.Kubáček (Olomouc) MSC: 60G17 60F17 PDFBibTeX XMLCite \textit{P. Glynn} and \textit{K. Sigman}, Stochastic Processes Appl. 74, No. 2, 151--164 (1998; Zbl 0932.60040) Full Text: DOI
Andradóttir, Sigrún; Calvin, James M.; Glynn, Peter W. Accelerated regeneration for Markov chain simulations. (English) Zbl 1336.60146 Probab. Eng. Inf. Sci. 9, No. 4, 497-523 (1995). MSC: 60J22 60J10 65C05 PDFBibTeX XMLCite \textit{S. Andradóttir} et al., Probab. Eng. Inf. Sci. 9, No. 4, 497--523 (1995; Zbl 1336.60146) Full Text: DOI