Pascal and Francis Bibliographic Databases

Help

Export

Selection :

Permanent link
http://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=3047056

Potentially unlimited variance reduction in importance sampling of Markov chains

Author
ANDRADOTTIR, S1 ; HEYMAN, D. P; OTT, T. J
[1] Department of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI53706, United States
Source

Advances in applied probability. 1996, Vol 28, Num 1, pp 166-188 ; ref : 15 ref

CODEN
AAPBBD
ISSN
0001-8678
Scientific domain
Control theory, operational research; Mathematics
Publisher
Applied Probability Trust, Sheffield
Publication country
United Kingdom
Document type
Article
Language
English
Keyword (fr)
Algorithme Chaîne Markov Echantillonnage Equation Poisson Matrice transition Méthode Monte Carlo Variance
Keyword (en)
Algorithm Markov chain Sampling Poisson equation Transition matrix Monte Carlo method Variance
Keyword (es)
Algoritmo Cadena Markov Muestreo Ecuación Poisson Matriz transición Método Monte Carlo Variancia
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01D Combinatorial probability

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
3047056

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

Access to the document

Searching the Web