@inproceedings{glyhen98,
	abstract = {We describe a new estimator of the stationary density of a Markov chain on general state space. The new estimator is easier to compute, converges faster, and empirically gives visually superior estimates than more standard estimators such as nearest-neighbour or kernel density estimators.
},
	address = {Piscataway, NJ},
	author = {P.~W. Glynn and S.~G. Henderson},
	booktitle = {Proceedings of the 1998 Winter Simulation Conference},
	date-added = {2016-01-10 16:07:54 +0000},
	date-modified = {2016-01-10 16:07:54 +0000},
	editor = {D. Medeiros and E. Watson and J. S. Carson and M. S. Manivannan},
	organization = {IEEE},
	pages = {647--652},
	title = {Estimation of stationary densities for {M}arkov chains},
	url_paper = {pubs/dens.pdf},
	year = 1998}

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","address":"Piscataway, NJ","author":[{"firstnames":["P.~W."],"propositions":[],"lastnames":["Glynn"],"suffixes":[]},{"firstnames":["S.~G."],"propositions":[],"lastnames":["Henderson"],"suffixes":[]}],"booktitle":"Proceedings of the 1998 Winter Simulation Conference","date-added":"2016-01-10 16:07:54 +0000","date-modified":"2016-01-10 16:07:54 +0000","editor":[{"firstnames":["D."],"propositions":[],"lastnames":["Medeiros"],"suffixes":[]},{"firstnames":["E."],"propositions":[],"lastnames":["Watson"],"suffixes":[]},{"firstnames":["J.","S."],"propositions":[],"lastnames":["Carson"],"suffixes":[]},{"firstnames":["M.","S."],"propositions":[],"lastnames":["Manivannan"],"suffixes":[]}],"organization":"IEEE","pages":"647–652","title":"Estimation of stationary densities for Markov chains","url_paper":"pubs/dens.pdf","year":"1998","bibtex":"@inproceedings{glyhen98,\n\tabstract = {We describe a new estimator of the stationary density of a Markov chain on general state space. 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