Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514): Difference between revisions

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+W2963476791
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+.06402
@@ Property / arXiv ID: 1609.06402 / rank @@
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
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+Steady-state simulation of reflected Brownian motion and related stochastic networks
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+Perfect sampling for infinite server and loss systems
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+Exact Sampling of Stationary and Time-Reversed Queues
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+Perfect sampling of GI/GI/\(c\) queues
@@ Property / cites work: Perfect sampling of GI/GI/\(c\) queues / rank @@
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+Simulating the maximum of a random walk
@@ Property / cites work: Simulating the maximum of a random walk / rank @@
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+Big queues.
@@ Property / cites work: Big queues. / rank @@
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+Q3838656
@@ Property / cites work: Q3838656 / rank @@
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+Exact sampling with coupled Markov chains and applications to statistical mechanics
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