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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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