Fishman George S.

George S. Fishman

Information about the author George S. Fishman will soon be added to the site.
Found 6 papers in total
An implementation of the batch means method
An implementation of the batch means method
1997
This article introduces the LBATCH and ABATCH rules for applying the batch means...
Markov chain sampling and the product estimator
Markov chain sampling and the product estimator
1994
Several recent papers have suggested using a product estimator in Monte Carlo Markov...
Choosing sample path length and number of sample paths when starting in steady state
Choosing sample path length and number of sample paths when starting in steady state
1994
Consider the problem of estimating the mean of a strictly stationary stochastic...
Bounding the variance in Monte Carlo Experiments
Bounding the variance in Monte Carlo Experiments
1992
This paper describes a method for obtaining a worst-case bound on variance in a Monte...
Monte Carlo estimation of the maximal flow distribution with discrete stochastic arc capacity levels
Monte Carlo estimation of the maximal flow distribution with discrete stochastic arc capacity levels
1989
This article describes a highly efficient Monte Carlo sampling plan for estimating...
Estimating the s-t reliability function using importance and stratified sampling
Estimating the s-t reliability function using importance and stratified sampling
1989
This paper considers an unidirected network G with a node set V and an arc set . The...
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