The theory of direct probability redistribution and its application to rare event simulation
DOI10.1145/333296.333349zbMath1391.65026OpenAlexW2046005796WikidataQ127782683 ScholiaQ127782683MaRDI QIDQ4575339
J. Keith Townsend, Zsolt Haraszti
Publication date: 13 July 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/1022
importance samplingsplittingqueuingaccelerated simulationrare event simulationdiscrete event simulationRESTARTdirect probability redistribution
Queues and service in operations research (90B22) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)
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