Nearly optimal importance sampling for Monte Carlo simulation of loss systems (Q4564799)
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scientific article; zbMATH DE number 6886296
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| default for all languages | No label defined |
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| English | Nearly optimal importance sampling for Monte Carlo simulation of loss systems |
scientific article; zbMATH DE number 6886296 |
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Nearly optimal importance sampling for Monte Carlo simulation of loss systems (English)
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12 June 2018
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Monte Carlo methods
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importance sampling
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loss system
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simulation
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variance reduction
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0.8623372316360474
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0.8439934849739075
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0.8279524445533752
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0.8176169395446777
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0.8071329593658447
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