Array-RQMC to Speed up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-10193-9_17
Reference31 articles.
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4. Glynn, P.W., Nakayama, M.K., Tuffin, B.: Using simulation to calibrate exponential approximations to tail-distribution measures of hitting times to rarely visited sets. In: Proceedings of the 2018 Winter Simulation Conference. Institute of Electrical and Electronics Engineers, Piscataway, NJ (2018)
5. Glynn, P.W., Nakayama, M.K., Tuffin, B.: Comparing regenerative-simulation-based estimators of the distribution of the hitting time to a rarely visited set. In: Bae, K.H., Feng, B., Kim, S., Lazarova-Molnar, S., Zheng, Z., Roeder, T., Thiesing, R. (eds.) Proceedings of the 2020 Winter Simulation Conference. IEEE, Piscataway, New Jersey (2020)
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