Importance sampling in systems simulation: A practical failure?
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Publication:1258248
DOI10.1016/0378-4754(79)90136-8zbMath0407.90030MaRDI QIDQ1258248
Jack P. C. Kleijnen, A. C. M. Hopmans
Publication date: 1979
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/5ca90b5f-60b8-4d60-a723-61d678fb9d75
Importance Sampling; Network of Servers; Queuing Systems; Systems Simulation; Telecommunication Engineering
65C20: Probabilistic models, generic numerical methods in probability and statistics
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
94A05: Communication theory
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Cites Work
- Importance sampling in systems simulation: A practical failure?
- Statistical Decisions
- Simulating stable stochastic systems, V: Comparison of ratio estimators
- Virtual Measures: A Variance Reduction Technique for Simulation
- Methods of Reducing Sample Size in Monte Carlo Computations
- Multiple channel queues in heavy traffic
- Ethical issues in modeling: Some reflections
