A renewal theoretic approach to bias reduction in generative simulations
Year of publication: |
1982
|
---|---|
Authors: | Meketon, Marc S. ; Heidelberger, Philip |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 28.1982, 2, p. 173-181
|
Subject: | Simulation | Statistik | Stochastische Prozesse |
-
A batching approach to quantile estimation in regenerative simulations
Seila, Andrew F., (1982)
-
Implementation of a visual interactive consensus decision support system
Hurrion, Robert D., (1985)
-
An analytical evaluation of alternative strategics in steady-state simulation
David, W., (1984)
- More ...
-
A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
Meketon, Marc S., (1982)
-
ARTICLES - Multilevel Splitting for Estimating Rare Event Probabilities
Glasserman, Paul, (1999)
-
Importance Sampling in the Heath-Jarrow-Morton Framework
Glasserman, Paul, (1999)
- More ...