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14

ANSS
2003
IEEE

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148views Modeling and Simulation» more ANSS 2003»

Sojourn Times and Rare Events

13 years 9 months ago

Sojourn Times and Rare Events

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: In this paper, we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AAc method, which in turn is an enhancement of the LRE-algorithm, derived from the sojourn time analysis of that algorithm. The AAc method is based on weaker assumptions than the LRE and thus usually creates conﬁdence intervals that are more reliable than those delivered by the LRE-algorithm.

Norbert Th. Müller, Freimut Brenner

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Added	04 Jul 2010
Updated	04 Jul 2010
Type	Conference
Year	2003
Where	ANSS
Authors	Norbert Th. Müller, Freimut Brenner

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