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Volumn 36, Issue 3, 1990, Pages 579-588

On Large Deviations Theory and Asymptotically Efficient Monte Carlo Estimation

Author keywords

[No Author keywords available]

Indexed keywords

DIGITAL COMMUNICATION SYSTEMS--COMPUTER SIMULATION; MATHEMATICAL STATISTICS--MONTE CARLO METHODS; SAMPLING; TELECOMMUNICATION LINKS, SATELLITE--COMPUTER SIMULATION;

EID: 0025432132     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.54903     Document Type: Article
Times cited : (185)

References (19)
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    • Dupuis, P.1    Kushner, H.J.2
  • 4
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    • Large deviations for a general class of random vectors
    • R. S. Ellis, “Large deviations for a general class of random vectors,” Ann. Probab., vol. 12, pp. 1–12 1984.
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    • Ellis, R.S.1
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    • On large deviations from the invariant measure
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    • Developments in the theory and application of importance sampling
    • July
    • P. M. Hahn and M. C. Jeruchim, “Developments in the theory and application of importance sampling,” IEEE Trans. Commun., vol. COM-35, pp. 706–714, July 1987.
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    • Hahn, P.M.1    Jeruchim, M.C.2
  • 9
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    • An experimental investigation of conventional and efficient importance sampling
    • June
    • M. J. Jeruchim, P. M. Hahn, K. P. Smyntek and R. T. Ray, “An experimental investigation of conventional and efficient importance sampling,” IEEE Trans. Commun., vol. 37, pp. 578–587, June 1989.
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    • Jeruchim, M.J.1    Hahn, P.M.2    Smyntek, K.P.3    Ray, R.T.4
  • 10
    • 0023862779 scopus 로고
    • Improved importance sampling technique for efficient simulation of digital communications systems
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  • 12
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    • A quick simulation method for excessive backlogs in networks of queues
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    • S. Parekh and J. Walrand, “A quick simulation method for excessive backlogs in networks of queues,” IEEE Trans. Automat. Contr., vol. 34, pp. 54–66, Jan. 1989.
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  • 13
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    • Dominating points and the asymptotics of large deviations for random walks on R‘V’
    • P. Ney, “Dominating points and the asymptotics of large deviations for random walks on R‘V’ Ann. probab., vol. 11, pp. 158–167, 1983.
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  • 15
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    • Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue to be published in IEEE Trans. Automat. Contr
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    • Sadowsky, J.S.1    Bahr, R.K.2
  • 18
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  • 19
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.