Philip Heidelberger

Available identifiers

zbMath Open heidelberger.philipMaRDI QIDQ1183383

List of research outcomes

Publication	Date of Publication	Type
Variance Reduction Techniques for Estimating Value-at-Risk	2012-02-19	Paper
Perwez Shahabuddin, 1962--2005	2008-12-21	Paper
Portfolio Value-at-Risk with Heavy-Tailed Risk Factors	2003-03-13	Paper
Multilevel Splitting for Estimating Rare Event Probabilities	2002-02-07	Paper
Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options	2001-11-26	Paper
A large deviations perspective on the efficiency of multilevel splitting	2000-10-17	Paper
A comparative study of parallel algorithms for simulating continuous time Markov chains	1998-04-23	Paper
Fast simulation of packet loss rates in a shared buffer communications switch	1998-04-05	Paper
Parallel execution for serial simulators	1998-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4369771	1998-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4336139	1997-05-12	Paper
Accelerating mean time to failure computations	1997-02-27	Paper
Fast simulation of rare events in queueing and reliability models	1996-08-21	Paper
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems	1996-07-14	Paper
Optimistic parallel simulation of continuous time Markov chains using uniformization	1994-02-24	Paper
Jackknifing under a Budget Constraint	1993-04-01	Paper
Analysis of Initial Transient Deletion for Parallel Steady-State Simulations	1992-09-27	Paper
Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations	1992-09-27	Paper
Analysis of initial transient deletion for replicated steady-state simulations	1992-06-28	Paper
Bias Properties of Budget Constrained Simulations	1992-06-25	Paper
Analysis of parallel replicated simulations under a completion time constraint	1991-01-01	Paper
Sensitivity Analysis from Sample Paths Using Likelihoods	1989-01-01	Paper
Discrete Event Simulations and Parallel Processing: Statistical Properties	1988-01-01	Paper
Convergence Properties of Infinitesimal Perturbation Analysis Estimates	1988-01-01	Paper
Quantile Estimation in Dependent Sequences	1984-01-01	Paper
Simulation Run Length Control in the Presence of an Initial Transient	1983-01-01	Paper
Analytic Queueing Models for Programs with Internal Concurrency	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3787421	1982-01-01	Paper
A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations	1982-01-01	Paper
Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods	1980-01-01	Paper
Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates	1980-01-01	Paper
Comparing stochastic systems using regenerative simulation with common random numbers	1979-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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