simulation is too time-consuming, and we have to use fastsimulation techniques instead. Due to the exponential decay (in n …,the change of measure is not constant during the simulation run, which is essentially differentfrom many other studies (usually … indeedimproves considerably over naive simulation. We present some accelerations. Finally, we give shortcomments on the influence of …

probabilities andspecial fast simulation techniques like importancesampling, multilevel splitting, etc., have to be used. Though …-taileddistributions, previous fast simulation techniques forqueues with subexponential service times have been confined to theM/GI/1 queue. The …

In our work we adopt a structural perspective and apply an agent-based simulation approach to analyse knowledge … contrast, interestingly and quite surprisingly, our simulation results led to the conclusion that in particular very small …

This paper introduces a simulation algorithm for evaluating the log-likelihood function of a large supermodular binary … sampling algorithm which allows for accurate likelihood simulation with modest numbers of simulation draws. …