On Efficiency of Multilevel Splitting (Q4905889)

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scientific article; zbMATH DE number 6137774
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On Efficiency of Multilevel Splitting
scientific article; zbMATH DE number 6137774

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    title
    On Efficiency of Multilevel Splitting (English)
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    author
    D. I. Miretskiy
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    M. R. H. Mandjes
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    publication date
    21 February 2013
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    Mathematics Subject Classification ID
    65C50
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    60K25
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    60J22
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    60K20
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    65C40
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    zbMATH DE Number
    6137774
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    zbMATH Keywords
    asymptotic efficiency
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    fast simulation techniques
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    queueing networks
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    server slowdown
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    numerical examples
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    multilevel splitting
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    rare event estimation
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    importance sampling
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    two-node tandem Jackson network
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