bookApplications of mathematicsJan 1, 2007Closed access

Stochastic Simulation: Algorithms and Analysis

SASøren AsmussenPWPeter W. Glynn

Aarhus University

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Abstract

No abstract available for this paper.

Citation impact

776
total citations
FWCI
10.17
Percentile
100%
References
0
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Variance reduction
  • Algorithm
  • Markov chain Monte Carlo
  • Computer science
  • Markov chain
  • Rare events
  • Monte Carlo method
  • Variance (accounting)
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