scientific article; zbMATH DE number 3992765
Publication:4720653
zbMath0613.65006MaRDI QIDQ4720653
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimizationStatistical inferenceimportance samplingGaussian processesMarkov processesconditioningtestingpoint processesbatchingrandom fieldsinferenceOrder statisticsPoisson processesstochastic simulationlifetimesmultivariate distributionslattice structureexperimentationtime-seriesexperimental designshufflingcongruential generatorsMonte-Carlo integrationshift-register generatorsinitial transientshift register generatorsOutput analysiscontrol and antithetic variatesMetropolis' methodMonte Carlo confidence intervals
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probabilistic methods, stochastic differential equations (65C99) Probabilistic methods, stochastic differential equations (65Cxx)
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