General conditions for bounded relative error in simulations of highly reliable markovian systems

Advances in Applied Probability

Volumn 28, Issue 3, 1996, Pages 687-727

  Nakayama, Marvin K ^a  

^a NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Gradient estimation; Importance sampling; Likelihood ratios; Markov chains; Reliability; Simulation

Indexed keywords

EID: 0000709660     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800046450     Document Type: Article

References (28)

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