Abstract
Large and/or nonlinear stochastic systems, due to analytic intractability, must often be simulated in order to obtain estimates of the key performance parameters. Typical situations of interest could be a buffer overload in a queueing network or an error event in a digital communication system. In many system designs or analyses a low probability event is a key parameter of the system’s efficacy.
Applying simulation methodology is simply finding the right wrench to pound in the correct screw.
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© 2004 Springer Science+Business Media New York
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Bucklew, J.A. (2004). Importance Sampling. In: Introduction to Rare Event Simulation. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4078-3_4
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DOI: https://doi.org/10.1007/978-1-4757-4078-3_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-1893-2
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