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Exponential families and regression in the Monte Carlo study of queues and random walks - MaRDI portal

Exponential families and regression in the Monte Carlo study of queues and random walks (Q753366)

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scientific article; zbMATH DE number 4180599
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English
Exponential families and regression in the Monte Carlo study of queues and random walks
scientific article; zbMATH DE number 4180599

    Statements

    Exponential families and regression in the Monte Carlo study of queues and random walks (English)
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    1990
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    variance reduction
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    regression
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    random walk
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    importance sampling method
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    waiting time probabilities
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    exponential families of queues
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    control variates
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    regenerative simulation
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    sample-mean estimation
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    heavy traffic conditions
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