Sensitivity of sample values to parameter changes

DOI10.1007/BF00940820MaRDI QIDQ794056zbMATH OpenOpenAlexFDO

Authors M. A. Eyler

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00940820

zbMATH Keywords

linearizationprobability distributionssample-path analysissensitivity

Mathematics Subject Classification ID

Sample path properties (60G17) Signal detection and filtering (aspects of stochastic processes) (60G35)

Review text

The effect of small changes in parameter values on the sample values is investigated further. The concept of linearity with respect to parameters is introduced, and the linear and the nonlinear cases are treated separately. The relation with the sample-path analysis is discussed.

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Cites work

• scientific article; zbMATH DE number 3666517 (Why is no real title available?)
• Implementation of sensitivity calculations on a Monte Carlo experiment
• Perturbation analysis and optimization of queueing networks

Cited in

(3)

• Sensitivity of sample values not generated by inversion
• Full-state perturbation analysis of discrete event dynamic systems
• A new approach to the analysis of discrete event dynamic systems

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