The total hazard construction, antithetic variates and simulation of stochastic systems (Q4728214)
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scientific article; zbMATH DE number 4003484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The total hazard construction, antithetic variates and simulation of stochastic systems |
scientific article; zbMATH DE number 4003484 |
Statements
The total hazard construction, antithetic variates and simulation of stochastic systems (English)
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1986
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dependent random variables
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common and antithetic random numbers
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efficient methods
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simulation
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variance reduction
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total hazard construction
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numerical examples
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Monte Carlo estimator
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