Back to Search
Start Over
THE ASYMPTOTIC VARIANCE OF A TIME AVERAGE IN A BIRTH-DEATH PROCESS.
- Source :
- Annals of Operations Research; 1987, Vol. 8 Issue 1-4, p165-174, 10p, 1 Chart
- Publication Year :
- 1987
-
Abstract
- The variance of a time average is important for planning, running and interpreting experiments. This paper derives a simple method to find this variance for the case of a Markov process. This method is then applied to obtain the variance of a time average for the case of a birth-death process. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 8
- Issue :
- 1-4
- Database :
- Complementary Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 18651679
- Full Text :
- https://doi.org/10.1007/BF02187089