A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Restart: a straightforward method for fast simulation of rare events
WSC '94 Proceedings of the 26th conference on Winter simulation
Splitting for rare event simulation: analysis of simple cases
WSC '96 Proceedings of the 28th conference on Winter simulation
The RESTART/LRE method for rare event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
An analysis of the LRE-Algorithm using Sojourn times
Proceedings of the 14th European Simulation Multiconference on Simulation and Modelling: Enablers for a Better Quality of Life
The AACmethod for the Evaluation of Simulation Results
Proceedings of the 16th European Simulation Multiconference on Modelling and Simulation 2002
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In this paper, we present and analyze three different algorithmsfor the evaluation of rare event simulation results.They are loosely based on the AAc method, which in turnis an enhancement of the LRE-algorithm, derived from thesojourn time analysis of that algorithm.The AAc method is based on weaker assumptions thanthe LRE and thus usually creates confidence intervalsthat are more reliable than those delivered by the LRE-algorithm.