Importance sampling for continuous time Markov chains and applications to fluid models (Q1973907): Difference between revisions
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Latest revision as of 09:41, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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