Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

ACM Transactions on Modeling and Computer Simulation

Volumn 10, Issue 4, 2000, Pages 326-347

  Lassila, Pasi E ^a   Virtamo, Jorma T ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

Importance sampling; Loss system; Monte Carlo methods; Simulation; Variance reduction

Indexed keywords

COMPUTER SIMULATION; CONVOLUTION; MONTE CARLO METHODS; PARAMETER ESTIMATION; SAMPLING;

LOSS SYSTEMS; VARIANCE REDUCTION;

BROADBAND NETWORKS;

EID: 0347593872     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/369534.369541     Document Type: Article

References (8)

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