Importance sampling in systems simulation: A practical failure?

DOI10.1016/0378-4754(79)90136-8zbMath0407.90030OpenAlexW2065068450MaRDI QIDQ1258248

A. C. M. Hopmans, Jack P. C. Kleijnen

Publication date: 1979

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/5ca90b5f-60b8-4d60-a723-61d678fb9d75

zbMATH Keywords

Importance SamplingNetwork of ServersQueuing SystemsSystems SimulationTelecommunication Engineering

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Communication theory (94A05)

Related Items

Variance Reduction Techniques for Digital Simulation, Opportunities of robust regression for variance reduction in discrete event simulation, A perspective on variance reduction in dynamic simulation experiments, Unnamed Item, An introduction to the regenerative method for simulation analysis, Importance sampling in systems simulation: A practical failure?, Redrawing-resampling rejection controlled sequential importance sampling, Statistical aspects of simulation: an updated survey*

Cites Work

• Importance sampling in systems simulation: A practical failure?
• Statistical Decisions
• Simulating stable stochastic systems, V: Comparison of ratio estimators
• Virtual Measures: A Variance Reduction Technique for Simulation
• Methods of Reducing Sample Size in Monte Carlo Computations
• Multiple channel queues in heavy traffic
• Ethical issues in modeling: Some reflections