Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

Pasi Lassila, J.T. Virtamo

Research output: Working paperProfessional

8 Citations (Scopus)
Original languageEnglish
Place of PublicationEspoo
Pages19
Publication statusPublished - 2000
MoE publication typeD4 Published development or research report or study

Publication series

NameCOST257
No.TD(00)20

Keywords

  • importance sampling
  • Loss systems
  • Monte Carlo methods
  • simulation
  • variance reduction

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