Pages that link to "Item:Q4876026"
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The following pages link to Analysis of an importance sampling estimator for tandem queues (Q4876026):
Displayed 32 items.
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
- State-dependent importance sampling for a slowdown tandem queue (Q666372) (← links)
- Escaping from an attractor: Importance sampling and rest points. I. (Q748325) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Importance sampling for a Markov modulated queuing network (Q1004403) (← links)
- Splitting for rare event simulation: A large deviation approach to design and analysis (Q1004406) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- Asymptotics of first passage times for random walk in an orthant (Q1296589) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- Asymptotics of overflow probabilities in Jackson networks. (Q1426731) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Approximation of the exit probability of a stable Markov modulated constrained random walk (Q2115773) (← links)
- Rare-event analysis and simulation of queues with time-varying rates (Q2146429) (← links)
- Excessive backlog probabilities of two parallel queues (Q2212270) (← links)
- Asymptotically optimal importance sampling for Jackson networks with a tree topology (Q2268463) (← links)
- Importance sampling for non-Markovian tandem queues using subsolutions (Q2294085) (← links)
- Large deviations for the total queue size in non-Markovian tandem queues (Q2397975) (← links)
- Alternative proof and interpretations for a recent state-dependent importance sampling scheme (Q2465682) (← links)
- Editorial: rare-event simulation for queues (Q2465685) (← links)
- Dynamic importance sampling for queueing networks (Q2467605) (← links)
- Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy (Q2485926) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Importance Sampling for Metastable and Multiscale Dynamical Systems (Q4555224) (← links)
- Approximation of excessive backlog probabilities of two tandem queues (Q4555300) (← links)
- ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE <i>GI</i>|<i>GI</i>|1 TANDEM QUEUE<sup>1</sup> (Q5050873) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks (Q5168847) (← links)
- Performance evaluation of an importance sampling technique in a Jackson network (Q5172567) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)