Importance Sampling

  • James Antonio Bucklew
Part of the Springer Series in Statistics book series (SSS)

Abstract

Large and/or nonlinear stochastic systems, due to analytic intractability, must often be simulated in order to obtain estimates of the key performance parameters. Typical situations of interest could be a buffer overload in a queueing network or an error event in a digital communication system. In many system designs or analyses a low probability event is a key parameter of the system’s efficacy.

Keywords

Importance Sampling Simulation Distribution Nonlinear Stochastic System Digital Communication System Input Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • James Antonio Bucklew
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of Wisconsin-MadisonMadisonUSA

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