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.
KeywordsImportance Sampling Simulation Distribution Nonlinear Stochastic System Digital Communication System Input Random Variable
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