Terminating Renewal Processes: Analytical-Statistical Estimates and Their Efficiency

Authors:
V. D. Shpak
Affiliations:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2005

Citing 3
Cited 1

Importance sampling for stochastic simulations

Management Science
Introduction to queueing theory (2nd ed)

Introduction to queueing theory (2nd ed)
Fault-Tolerant Computing: Fundamental Concepts

Computer

Stochastic successive approximation method for assessing the insolvency risk of an insurance company

Cybernetics and Systems Analysis

Quantified Score

Hi-index	0.00

Visualization

Abstract

An approach is proposed to the construction of different unbiased analytical-statistical estimates for calculation of the termination time of different renewal processes by the Monte Carlo method. The processes are typical of queuing systems, reliability theory, and risk analysis of renewal processes and to the analysis of their efficiency using the algorithmic language Maple V.