Large deviation asymptotics and control variates for simulating large functions
نویسندگان
چکیده
منابع مشابه
Large Deviation Asymptotics and Control Variates For Simulating Large Functions∗
Consider the normalized partial sums of a real-valued function F of a Markov chain,
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2006
ISSN: 1050-5164
DOI: 10.1214/105051605000000737