Large deviations and fast simulation in the presence of boundaries. (Q2574516): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0304-4149(02)00152-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2035002659 / rank | |||
Normal rank |
Latest revision as of 10:05, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations and fast simulation in the presence of boundaries. |
scientific article |
Statements
Large deviations and fast simulation in the presence of boundaries. (English)
0 references
29 November 2005
0 references
buffer overflow
0 references
exponential change of measure
0 references
filtered Monte Carlo
0 references
importance sampling
0 references
Lévy process
0 references
local time
0 references
queueing theory
0 references
rare event
0 references
reflection
0 references
regenerative process
0 references
saddlepoint
0 references
0 references
0 references
0 references