Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution (Q2923433)

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scientific article; zbMATH DE number 6356257
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Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution
scientific article; zbMATH DE number 6356257

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    15 October 2014
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    Markov jump processes
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    importance sampling
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    improved cross entropy
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    zero-variance distribution
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    queueing system
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    stochastic chemical kinetics
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    Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution (English)
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