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Correlation of Markov chains simulated in parallel
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Source Winter Simulation Conference archive
Proceedings of the 24th conference on Winter simulation table of contents
Arlington, Virginia, United States
Pages: 475 - 482  
Year of Publication: 1992
ISBN:0-7803-0798-4
Authors
Sponsors
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
Publisher
ACM  New York, NY, USA
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
Chernoff, It., A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the Sum of Observations, Ann. Math. Star. 23,493-507, 1952.
 
2
Daley, D., Stochastically Monotone Markov Chains, Z. Wahrsch. verw. Geb., 10, 305-317, 1968.
 
3
Esary, :I.D., Proschan, F., and Walkup, D.W., Association of Random Variables, Ann. Math. Star., 38, 1466-1474, 1967.
 
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6
Harris, T.E., A Correlation Inequality for Markov Processes on Partially Ordered Spaces, Ann. Prob. 5,451-454, 1977.
 
7
Heidelberger, P., and iglehart, D.L., Comparing Stochastic Systems Using Regenerative Simulation and Common Random Numbers, Adv. Appl. Prob. 11,804-819, 1979.
 
8
Heidelberger, P., and Nicol, D.M., Simultaneous Parallel Simulations of Continuous Time Markov Chains at Multiple Parameter Settings, Proceedings of the 1991 Winter Simulation Conference, 602-607, The Society for Computer Simulation, San Diego, CA, 1991.
 
9
Ho, Y.C., Sreenivas, R., and Vakili, P., Ordinal Optimization of Discrete Event Dynamic Systems, DEDSTA, to appear, 1992.
 
10
Keilson, j., and Kester, A., Monotone Matrices and Monotone Markov Processes, Stoch. Proc. Appl. 5, 231-241, 1977.
 
11
Liggett, T.M., Interacting Particle Systems, Springer, New York, 1985.
 
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Collaborative Colleagues:
Paul Glasserman: colleagues
Pirooz Vakili: colleagues