Exponential families and regression in the Monte Carlo study of queues and random walks
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Publication:753366
DOI10.1214/aos/1176347883zbMath0716.62082MaRDI QIDQ753366
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347883
variance reduction; random walk; regression; control variates; exponential families of queues; heavy traffic conditions; importance sampling method; regenerative simulation; sample-mean estimation; waiting time probabilities
62J05: Linear regression; mixed models
62M05: Markov processes: estimation; hidden Markov models
65C05: Monte Carlo methods
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