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Volumn 47, Issue 4, 2001, Pages 547-562

Fast simulation of Markov chains with small transition probabilities

Author keywords

Importance Sampling; Markov Chains; Reliability Models; Simulation; Steady State Measures

Indexed keywords

COMPUTER SIMULATION; PROBABILITY; QUEUEING NETWORKS; RELIABILITY THEORY; SAMPLING;

EID: 0035322354     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.47.4.547.9827     Document Type: Article
Times cited : (38)

References (25)
  • 6
    • 0016436892 scopus 로고
    • Simulating stable stochastic systems, III: Regenerative processes and discrete event simulations
    • (1975) Oper. Res. , vol.23 , Issue.1 , pp. 33-45
    • Crane, M.A.1    Iglehart, D.L.2
  • 14
    • 0008583135 scopus 로고    scopus 로고
    • Importance sampling and the cyclic approach
    • Forthcoming
    • (2000) Oper. Res.
  • 20
    • 0000709660 scopus 로고    scopus 로고
    • General conditions for bounded relative error in simulation of highly reliable Markovian systems
    • (1996) Adv. Appl. Probab. , vol.28 , Issue.3 , pp. 687-727
  • 25


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.