Computing Reviews
Today's Issue Hot Topics Search Browse Recommended My Account Log In
Browse by topic Browse by titles Authors Reviewers Browse by issue Browse Help
Search
  Kou, Shing Add to Alert Profile  
 
Options:
Date Reviewed  
  1 - 1 of 1 reviews    
  Analysis of an importance sampling estimator for tandem queues
Glasserman P. (ed), Kou S. ACM Transactions on Modeling and Computer Simulation 5(1): 22-42, 1995.  Type: Article

Probabilities of rare events in stochastic processes are ipso facto hard to estimate by direct Monte Carlo simulations. In recent years there has been considerable interest in estimating such probabilities via the importance sampling o...
...
Dec 1 1995  

   
Send Your Comments
Contact Us
Reproduction in whole or in part without permission is prohibited.   Copyright 1999-2024 ThinkLoud®
Terms of Use
| Privacy Policy