A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (Q666360)
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scientific article; zbMATH DE number 6012987
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| English | A combined splitting-cross entropy method for rare-event probability estimation of queueing networks |
scientific article; zbMATH DE number 6012987 |
Statements
A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (English)
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8 March 2012
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cross-entropy
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importance sampling
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rare events
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simulation
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splitting
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0.8408516645431519
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0.8274350762367249
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0.8141361474990845
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0.807532012462616
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0.7935532927513123
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