Rare-Event Simulation of Regenerative Systems: Estimation of the Mean and Distribution of Hitting Times - Inria - Institut national de recherche en sciences et technologies du numérique
Conference Papers Year : 2019

Rare-Event Simulation of Regenerative Systems: Estimation of the Mean and Distribution of Hitting Times

Bruno Tuffin
Dependability Interoperability and perfOrmance aNalYsiS Of networkS

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Operations Research [math.OC]
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Submitted on : Monday, July 15, 2019-8:48:54 AM

Last modification on : Wednesday, September 18, 2024-3:09:41 AM

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hal-02182946 , version 1 (15-07-2019)

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  • HAL Id : hal-02182946 , version 1

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Bruno Tuffin. Rare-Event Simulation of Regenerative Systems: Estimation of the Mean and Distribution of Hitting Times. MCM 2019 - 12th International Conference on Monte Carlo Methods and Applications, Jul 2019, Sydney, Australia. pp.1-61. ⟨hal-02182946⟩

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