Keyword : large deviations theory


The Importance Sampling Simulation of MMPP/D/1 Queueing
Kenji NAKAGAWA 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1997/11/25
Vol. E80-A  No. 11 ; pp. 2238-2244
Type of Manuscript:  Special Section PAPER (Special Section on Information Theory and Its Applications)
Category: Stochastic Process/Signal Processing
Keyword: 
simulationqueueingimportance samplingMMPPlarge deviations theory
 Summary | Full Text:PDF(465.1KB)

On the Twisted Markov Chain of Importance Sampling Simulation
Kenji NAKAGAWA 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1996/09/25
Vol. E79-A  No. 9 ; pp. 1423-1428
Type of Manuscript:  Special Section PAPER (Special Section on Information Theory and Its Applications)
Category: Stochastic Process/Learning
Keyword: 
importance samplingMarkov chainKullback-Leibler divergencelarge deviations theoryinformation geometry
 Summary | Full Text:PDF(437.3KB)