L. Jeff Hong, Guangwu Liu, Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations, Operations Research, Vol. 58, No. 2 (March-April 2010), pp. 357-370 ...

The results of 35 mathematical simulations will be used to get a better insight in car-bicycle collisions. This information will be used later on to formulate hypotheses to be tested in an accident ...

Experimental probability and the importance of basing this on a large trial are also covered.

APPM 4560/5560 Markov Processes, Queues, and Monte Carlo Simulations Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time.