Asymptotic Simulation Efficiency Based on Large Deviations

DOI10.1145/2499913.2499919zbMATH Open1386.65049OpenAlexW2016168378MaRDI QIDQ4635225FDOQ4635225

S. Juneja, Peter W. Glynn

Publication date: 16 April 2018

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

Full work available at URL: https://doi.org/10.1145/2499913.2499919

zbMATH Keywords

efficiencylarge deviationsMonte Carlo simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Large deviations (60F10)

Cited In (1)

• Sensitivity Ranks by Monte Carlo

This page was built for publication: Asymptotic Simulation Efficiency Based on Large Deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635225)