Asymptotic Simulation Efficiency Based on Large Deviations.

Peter W. Glynn Sandeep Juneja

Published in: ACM Trans. Model. Comput. Simul. (2013)

Keyphrases

large deviations
queueing systems
heavy tailed
queue length
asymptotically optimal
state dependent
markov processes
generalization bounds
importance sampling
probabilistic model
wavelet transform
monte carlo
generalization ability