Regenerative rare events simulation via likelihood ratios (Q4322032): Difference between revisions
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| Property / author: Soren Asmussen / rank | |||
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| Property / author: Reuven Y. Rubinstein / rank | |||
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| Property / author: Soren Asmussen / rank | |||
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| Property / author: Reuven Y. Rubinstein / rank | |||
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| Property / full work available at URL: https://doi.org/10.2307/3215157 / rank | |||
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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)
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20 March 1995
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variance reduction
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estimation of small probabilities
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parametric change of measure
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estimation of rare events
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queueing networks
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