Importance sampling for continuous time Markov chains and applications to fluid models (Q1973907)
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scientific article; zbMATH DE number 1441321
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| English | Importance sampling for continuous time Markov chains and applications to fluid models |
scientific article; zbMATH DE number 1441321 |
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Importance sampling for continuous time Markov chains and applications to fluid models (English)
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1 September 2002
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importance sampling
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asymptotically efficient simulation
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level crossing
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Monte Carlo simulation
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finite state continuous time Markov process
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large deviations
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asymptotic mean
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Markov fluid
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0.9062231
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0.89961135
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0.89427936
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0.8915711
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0.89151573
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0.89092505
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0.8905192
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0.8903837
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