... techniques in Monte Carlo simulation, such as antithetic and common random numbers, control random variables, conditional Monte Carlo, stratified sampling, and importance sampling. The last is the most ... for this Markov chain, and all the states are therefore positive recurrent. On the other hand, when p 2 q, C nj is either 0 or infinite, and hence all states are either null-recurrent ... that is, their intersection is empty, are called disjoint events. The main step is to specify the probability of each event. Simulation and the Monte Carlo Method, Second Edition. By...