Exponential families and regression in the Monte Carlo study of queues and random walks (Q753366)

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scientific article; zbMATH DE number 4180599
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    Exponential families and regression in the Monte Carlo study of queues and random walks
    scientific article; zbMATH DE number 4180599

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      Exponential families and regression in the Monte Carlo study of queues and random walks (English)
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      1990
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      variance reduction
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      regression
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      random walk
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      importance sampling method
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      waiting time probabilities
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      exponential families of queues
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      control variates
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      regenerative simulation
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      sample-mean estimation
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      heavy traffic conditions
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