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  • Search: subject:"Rare event probabilities"
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Subject
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Queuing networks 2 RESTART 2 Rare event probabilities 2 Simulation 2 Splitting 2 Variance reduction 2 COMPUTER NETWORKS 1 DESIGN FOR SIMULATING EXPERIMENTS 1 Probability theory 1 Queueing theory 1 RARE EVENT PROBABILITIES 1 SIMULATING MODELING 1 Wahrscheinlichkeitsrechnung 1 Warteschlangentheorie 1 ВЕРОЯТНОСТИ РЕДКИХ СОБЫТИЙ 1 ИМИТАЦИОННЫЕ МОДЕЛИ 1 ИНФОРМАЦИОННО-ВЫЧИСЛИТЕЛЬНЫЕ СЕТИ 1 ПЛАНИРОВАНИЕ ИМИТАЦИОННЫХ ЭКСПЕРИМЕНТОВ 1
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Free 3
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Article 3
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Villén-Altamirano, José 2 ГЛЕБОВИЧ, АГАЛАКОВ ЮРИЙ 1
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Operations Research Perspectives 1 Operations research perspectives 1 Управление большими системами: сборник трудов 1
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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An improved variant of the rare event simulation method RESTART using prolonged retrials
Villén-Altamirano, José - In: Operations Research Perspectives 6 (2019), pp. 1-9
RESTART is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of retrials (or paths) are made when the process reaches certain thresholds of a function of the system state, called the importance function. In...
Persistent link: https://www.econbiz.de/10012662777
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Cover Image
An improved variant of the rare event simulation method RESTART using prolonged retrials
Villén-Altamirano, José - In: Operations research perspectives 6 (2019), pp. 1-9
RESTART is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of retrials (or paths) are made when the process reaches certain thresholds of a function of the system state, called the importance function. In...
Persistent link: https://www.econbiz.de/10012029520
Saved in:
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ОЦЕНИВАНИЕ ВЕРОЯТНОСТЕЙ РЕДКИХ СОБЫТИЙ В ВЫЧИСЛИТЕЛЬНЫХ ЭКСПЕРИМЕНТАХ С ИМИТАЦИОННЫМИ МОДЕЛЯМИ
ГЛЕБОВИЧ, АГАЛАКОВ ЮРИЙ - In: Управление большими … (2012) 3, pp. 83-95
Вычислительные эксперименты с имитационными моделями вычислительных сетей проводятся для определения вероятностновременных и надежностных характеристик...
Persistent link: https://www.econbiz.de/10011270538
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