The semi-regenerative method of simulation output analysis (Q4565373)
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scientific article; zbMATH DE number 6886433
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| English | The semi-regenerative method of simulation output analysis |
scientific article; zbMATH DE number 6886433 |
Statements
The semi-regenerative method of simulation output analysis (English)
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12 June 2018
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variance reduction
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bias reduction
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efficiency improvement
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importance sampling
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regenerative processes
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0.8638200163841248
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0.8483576774597168
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0.8483576774597168
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0.8342296481132507
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0.8181252479553223
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