Importance sampling for continuous time Markov chains and applications to fluid models (Q1973907): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:38, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for continuous time Markov chains and applications to fluid models |
scientific article |
Statements
Importance sampling for continuous time Markov chains and applications to fluid models (English)
0 references
1 September 2002
0 references
importance sampling
0 references
asymptotically efficient simulation
0 references
level crossing
0 references
Monte Carlo simulation
0 references
finite state continuous time Markov process
0 references
large deviations
0 references
asymptotic mean
0 references
Markov fluid
0 references
