Nearly optimal importance sampling for Monte Carlo simulation of loss systems

DOI10.1145/369534.369541MaRDI QIDQ4564799zbMATH OpenOpenAlexFDO

Authors Pasi Lassila, Jorma Virtamo

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/369534.369541

zbMATH Keywords

importance samplingloss systemMonte Carlo methodssimulationvariance reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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(10)

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• Performance evaluation via Monte Carlo importance sampling in single user digital communication systems
• Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
• scientific article; zbMATH DE number 2088599 (Why is no real title available?)
• Monte Carlo Summation Applied to Product-Form Loss Networks
• Construction of fast recovery codes using a new optimal importance sampling method
• Variance Reduction in Simulations of Loss Models
• Estimating small cell-loss ratios in ATM switches via importance sampling
• Exponential families and regression in the Monte Carlo study of queues and random walks
• Importance sampling via a simulacrum

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