Exponential families and regression in the Monte Carlo study of queues and random walks
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Publication:753366
DOI10.1214/aos/1176347883zbMath0716.62082OpenAlexW2074123421MaRDI 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 reductionrandom walkregressioncontrol variatesexponential families of queuesheavy traffic conditionsimportance sampling methodregenerative simulationsample-mean estimationwaiting time probabilities
Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)
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