Importance Sampling for Stochastic Simulations (Q3033291)
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scientific article; zbMATH DE number 4131618
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Importance Sampling for Stochastic Simulations |
scientific article; zbMATH DE number 4131618 |
Statements
Importance Sampling for Stochastic Simulations (English)
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1989
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estimation of integrals
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Importance sampling
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variance reduction
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Monte Carlo algorithms
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simulation
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stochastic systems
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Discrete-time Markov chains
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continuous-time Markov chains
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semi-Markov processes
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GI/G/1 queueing problem
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response surface estimation
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moments
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numerical examples
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0.97206044
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0.94334614
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0.9402327
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0.9357369
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0.9251647
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0.9245511
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0.91951984
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0.91934526
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