Permuted derivative and importance-sampling estimators for regenerative simulations. (Q1429938)
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scientific article; zbMATH DE number 2066859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permuted derivative and importance-sampling estimators for regenerative simulations. |
scientific article; zbMATH DE number 2066859 |
Statements
Permuted derivative and importance-sampling estimators for regenerative simulations. (English)
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27 May 2004
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Simulation
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Regenerative method
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Variance reduction
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0.8853256
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0.8561202
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0.8560295
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0.8556494
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0.8471199
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0.84566975
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0.84503126
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0.8433684
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