Branching Technique for Markov Chain Simulation (Finite State Case) (Q4763455)
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scientific article; zbMATH DE number 743365
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| English | Branching Technique for Markov Chain Simulation (Finite State Case) |
scientific article; zbMATH DE number 743365 |
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Branching Technique for Markov Chain Simulation (Finite State Case) (English)
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10 April 1995
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splitting method
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simulation experimental design
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variance reduction
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Russian roulette method
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Markov chains simulation
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variances of unbiased parameter estimates
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optimal numbers for branching
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M/M/1 queueing system
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0.87296754
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0.8489182
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0.8472358
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