A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability.

DOI10.1515/MCMA.1999.5.4.345zbMath0939.65010OpenAlexW2072453197MaRDI QIDQ4937410

Arie Dubi, Michael Khazen

Publication date: 3 February 2000

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1999.5.4.345

zbMATH Keywords

numerical exampleMonte Carlo methodsvariance reduction methodsevent type estimatorforced events methodleakage estimatorstate space splittingtime crossing estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Approximate evaluation of a class of functional integrals over space of functions taking values ±1

This page was built for publication: A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability.