Regenerative rare events simulation via likelihood ratios (Q4322032): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/3215157 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2000550329 / rank | |||
Normal rank | |||
Latest revision as of 19:00, 19 March 2024
scientific article; zbMATH DE number 720127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regenerative rare events simulation via likelihood ratios |
scientific article; zbMATH DE number 720127 |
Statements
Regenerative rare events simulation via likelihood ratios (English)
0 references
20 March 1995
0 references
variance reduction
0 references
estimation of small probabilities
0 references
parametric change of measure
0 references
estimation of rare events
0 references
queueing networks
0 references
