Variance Reduction in Simulation via Random Hazards

DOI10.1017/S0269964800001613zbMath1134.65306MaRDI QIDQ3415971

Sheldon M. Ross

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Simulating the average run length for cusum schemes using variance reduction techniques ⋮ A new simulation method based on the RVR principle for the rare event network reliability problem

Cites Work

• The observed hazard and multicomponent systems
• A note on randomly evolving hazard rate functions

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