Regenerative rare events simulation via likelihood ratios (Q4322032)
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scientific article; zbMATH DE number 720127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regenerative rare events simulation via likelihood ratios |
scientific article; zbMATH DE number 720127 |
Statements
Regenerative rare events simulation via likelihood ratios (English)
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20 March 1995
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variance reduction
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estimation of small probabilities
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parametric change of measure
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estimation of rare events
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queueing networks
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