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Large deviations theory techniques in Monte Carlo simulation.

John S. SadowskyJames A. Bucklew
Published in: WSC (1989)
Keyphrases
  • monte carlo simulation
  • large deviations
  • monte carlo
  • importance sampling
  • markov chain
  • state dependent
  • markov processes
  • heavy tailed
  • queueing systems
  • theoretical framework
  • steady state
  • machine learning
  • queue length