Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains

Discrete Event Dynamic Systems: Theory and Applications

Volumn 6, Issue 2, 1996, Pages 159-180

  Streltsov, Simon ^a   Vakili, Pirooz ^a  

^a BOSTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ESTIMATION; MARKOV PROCESSES; PARALLEL PROCESSING SYSTEMS; STATISTICAL METHODS;

DISCRETE EVENT SIMULATION; LATIN HYPERCUBE SAMPLING; PARALLEL REPLICATED SIMULATION; REPLICATIONS; ROTATION SAMPLING; STANDARD CLOCK SIMULATION; STRATIFIED SAMPLING; UNIFORMIZED MARKOV CHAINS; VARIANCE REDUCTION;

COMPUTER SIMULATION;

EID: 0030109934     PISSN: 09246703     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01797237     Document Type: Article

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