DocumentCode
1405432
Title
Variance reduction in Monte Carlo simulation of product form systems
Author
Lassila, P.E. ; Virtamo, J.T.
Author_Institution
Lab. of Telecommun. Technol., Helsinki Univ. of Technol., Espoo, Finland
Volume
34
Issue
12
fYear
1998
fDate
6/11/1998 12:00:00 AM
Firstpage
1204
Lastpage
1205
Abstract
A variance reduction method for Monte Carte type simulations is presented. The principle is to use known analytical results to the maximum degree. This is possible for systems with a product form probability distribution for which conditional one-dimensional expectations can easily be precomputed
Keywords
Monte Carlo methods; probability; telecommunication networks; telecommunication traffic; Monte Carlo simulation; blocking probability; loss networks application; multiservice loss system; product form probability distribution; product form systems; variance reduction method;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19980899
Filename
702373
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