Computable exponential bounds for screened estimation and simulation

Annals of Applied Probability

Volumn 18, Issue 4, 2008, Pages 1491-1518

  Kontoyiannis, Ioannis ^a   Meyn, Sean P ^a,b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Computable bounds; Estimation; Large deviations; Measure concentration; Monte Carlo; Simulation; Variance reduction

Indexed keywords

EID: 52949087935     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/00-AAP492     Document Type: Article

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