Monte Carlo for Estimating Exponential Convolution

DOI10.1080/03610918.2013.842591zbMath1474.65006arXiv1306.5417OpenAlexW2033530796MaRDI QIDQ5860268

Radislav Vaisman, Eyal Neuman, I. B. Gertsbakh

Publication date: 19 November 2021

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5417

zbMATH Keywords

Monte Carlorare eventsnetwork reliabilityhypoexponential distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (2)

On the reliability estimation of stochastic binary systems ⋮ Linear combination of independent exponential random variables

Uses Software

• MATLAB expm

Cites Work

• Optimization of computer simulation models with rare events
• Handbook of Monte Carlo Methods
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Unnamed Item

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