Rate of convergence for computing expectations of stopping functionals of an α-mixing process

Advances in Applied Probability

Volumn 30, Issue 2, 1998, Pages 425-448

  Alaya, Mohamed Ben ^a,b   Pagès, Gilles ^c,d  

^a UNIVERSITÉ PARIS 13   (France)

^b UNIVERSITÉ PARIS EST   (France)

^c UNIVERSITÉ PARIS EST CRÉTEIL   (France)

^d SORBONNE UNIVERSITÉ   (France)

Author keywords

Monte Carlo method; Rate of convergence; mixing process

Indexed keywords

EID: 0542444976     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1035228077     Document Type: Article

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