Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System

Keyphrases

• Regenerative System 100%
• Hitting Time 100%
• Cumulative Reward 100%
• Density Estimator 100%
• Numerical Results 50%
• Simulation Experiment 50%
• Kernel Methods 50%
• Density Function 50%
• Limiting Distribution 50%
• Weak Convergence 50%
• Regenerative Process 50%
• Convergence Results 50%
• Hitting Time Distribution 50%
• Importance Sampler 50%

Mathematics

• Hitting Time 100%
• Density Function 50%
• Limiting Distribution 50%
• Weak Convergence 50%
• Parameter Estimate 50%
• Time Distribution 50%
• Regenerative Process 50%
• Convergence Result 50%
• Kernel Method 50%