Exponential families and regression in the Monte Carlo study of queues and random walks (Q753366): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1223870 |
||
Property / author | |||
Property / author: Soren Asmussen / rank | |||
Revision as of 00:52, 23 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential families and regression in the Monte Carlo study of queues and random walks |
scientific article |
Statements
Exponential families and regression in the Monte Carlo study of queues and random walks (English)
0 references
1990
0 references
variance reduction
0 references
regression
0 references
random walk
0 references
importance sampling method
0 references
waiting time probabilities
0 references
exponential families of queues
0 references
control variates
0 references
regenerative simulation
0 references
sample-mean estimation
0 references
heavy traffic conditions
0 references