Variance properties of sample path derivatives of parametric random variables

DOI10.1016/0167-6377(92)90062-8zbMath0753.60035OpenAlexW2016749192MaRDI QIDQ1198625

S. Singh

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90062-8

zbMATH Keywords

analysis of varianceparametric probability distributionssample path derivatives

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (3)

Infinitesimal perturbation analysis of a queueing system with bursty traffic ⋮ On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Perturbation analysis and optimization of queueing networks
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices

This page was built for publication: Variance properties of sample path derivatives of parametric random variables