Alternative proof and interpretations for a recent state-dependent importance sampling scheme.
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- Queueing Systems, 2007, v. 57, n. 2/3, p. 61, doi. 10.1007/s11134-007-9049-2
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- Publication type:
- Article
Works matching IS 02570130 AND DT 2007 AND VI 57 AND IP 2/3
Results: 6
1
2
Editorial: rare-event simulation for queues.
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- Queueing Systems, 2007, v. 57, n. 2/3, p. 57, doi. 10.1007/s11134-007-9053-6
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- Publication type:
- Article
3
Efficient simulation of finite horizon problems in queueing and insurance risk.
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- Queueing Systems, 2007, v. 57, n. 2/3, p. 85, doi. 10.1007/s11134-007-9050-9
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- Publication type:
- Article
4
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue.
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- Queueing Systems, 2007, v. 57, n. 2/3, p. 99, doi. 10.1007/s11134-007-9047-4
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- Publication type:
- Article
5
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error.
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- Queueing Systems, 2007, v. 57, n. 2/3, p. 115, doi. 10.1007/s11134-007-9051-8
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- Publication type:
- Article
6
Large deviations and importance sampling for a tandem network with slow-down.
- Published in:
- Queueing Systems, 2007, v. 57, n. 2/3, p. 71, doi. 10.1007/s11134-007-9048-3
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- Publication type:
- Article