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
fDate :
6/11/1998 12:00:00 AM
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19980899
