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Markov Chain Based Evaluation of Conditional Long-run Average Performance Metrics

Markov Chain Based Evaluation of Conditional Long-run Average Performance Metrics. B.D. Theelen. Overview. Introduction Conditional Long-run Sample Averages Markov Chain Reduction Computation Simulation Algebra of Confidence Intervals Accuracy Analysis of Complex Performance Metrics

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Markov Chain Based Evaluation of Conditional Long-run Average Performance Metrics