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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Exponential families and regression in the Monte Carlo study of queues and random walks
scientific article

    Statements

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