Importance sampling for continuous time Markov chains and applications to fluid models (Q1973907): Difference between revisions

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Latest revision as of 08:41, 30 July 2024

scientific article
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Importance sampling for continuous time Markov chains and applications to fluid models
scientific article

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    Importance sampling for continuous time Markov chains and applications to fluid models (English)
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    1 September 2002
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    importance sampling
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    asymptotically efficient simulation
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    level crossing
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    Monte Carlo simulation
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    finite state continuous time Markov process
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    large deviations
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    asymptotic mean
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    Markov fluid
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