On the importance function in splitting simulation-Reference-Cited by-同舟云学术

On the importance function in splitting simulation

Published:2002-07 Issue:4 Volume:13 Page:363-371
ISSN:1124-318X
Container-title:European Transactions on Telecommunications
language:en
Short-container-title:Eur. Trans. Telecomm.

Author:

Garvels Marnix J. J.,Van Ommeren Jan-Kees C. W.,Kroese Dirk P.

Funder

Australian Research Council (ARC)

Publisher

Wiley

Subject

Electrical and Electronic Engineering

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ett.4460130408/fullpdf

Reference23 articles.

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3. M. J. J. Garvels D. P. Kroese A comparison of RESTART implementations Proceedings of the 1998 Winter Simulation Conference 601 609 1998

4. M. Garvels The splitting method in rare event simulation 2000

5. M. Villén-Altamirano J. Villén-Altamirano RESTART: A method for accelerating rare event simulations Proceedings of the 13th International Teletraffic Congress, Queueing, Performance and Control in ATM 71 76 1991

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