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Variance reduction in Monte Carlo simulation of product form systems

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2 Author(s)
Lassila, P.E. ; Lab. of Telecommun. Technol., Helsinki Univ. of Technol., Espoo, Finland ; Virtamo, J.T.

A variance reduction method for Monte Carte type simulations is presented. The principle is to use known analytical results to the maximum degree. This is possible for systems with a product form probability distribution for which conditional one-dimensional expectations can easily be precomputed

Published in:

Electronics Letters  (Volume:34 ,  Issue: 12 )