Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

Pasi Lassila; J.T. Virtamo

Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

Pasi Lassila
, J.T. Virtamo

Research output: Working paper › Professional

10 Citations (Scopus)

Original language	English
Place of Publication	Espoo
Pages	19
Publication status	Published - 2000
MoE publication type	D4 Published development or research report or study

Publication series

Name	COST257
No.	TD(00)20

Keywords

importance sampling
Loss systems
Monte Carlo methods
simulation
variance reduction

Cite this

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AU - Virtamo, J.T.

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KW - Loss systems

KW - Monte Carlo methods

KW - simulation

KW - variance reduction

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KW - Monte Carlo methods

KW - simulation

KW - variance reduction

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KW - Loss systems

KW - Monte Carlo methods

KW - simulation

KW - variance reduction

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BT - Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

CY - Espoo

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