Methods of decreasing a variance by simulation and the analysis of their effectiveness

zbMATH Open1043.65011MaRDI QIDQ1420325

O. V. Olshanetskij

Publication date: 9 February 2004

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (2)

Variance Reduction Techniques for Digital Simulation ⋮ A perspective on variance reduction in dynamic simulation experiments

Recommendations

• Variance reduction methods for CONNFFESSIT-like simulations 👍 👎
• Variance Reduction in Simulation via Random Hazards 👍 👎
• A perspective on variance reduction in dynamic simulation experiments 👍 👎
• Integrated Variance Reduction Strategies for Simulation 👍 👎
• Analysis and improvement for a class of variance reduced methods 👍 👎
• Variance Reduction Techniques on Generating M/M/1 Processes in Simulation Output Analysis 👍 👎
• Variance reduction techniques and quasi-Monte Carlo methods 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Methods of decreasing a variance by simulation and the analysis of their effectiveness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1420325)