The following pages link to Jose H. Blanchet (Q433909):
Displayed 50 items.
- (Q351493) (redirect page) (← links)
- Large deviations for the empirical mean of an M/M/\(1\) queue (Q351495) (← links)
- Efficient Monte Carlo for high excursions of Gaussian random fields (Q433910) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- \(\varepsilon\)-strong simulation for multidimensional stochastic differential equations via rough path analysis (Q525298) (← links)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case (Q535208) (← links)
- Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues (Q604808) (← links)
- Corrections to the central limit theorem for heavy-tailed probability densities (Q662876) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Uniform large deviations for heavy-tailed queues under heavy traffic (Q740946) (← links)
- Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
- Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes (Q904959) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes (Q1722508) (← links)
- Rates of convergence and CLTs for subcanonical debiased MLMC (Q1722542) (← links)
- Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
- Rare event simulation for a slotted time M/G/s model (Q2269504) (← links)
- Optimal uncertainty size in distributionally robust inverse covariance estimation (Q2294393) (← links)
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times (Q2297808) (← links)
- Perfect sampling of GI/GI/\(c\) queues (Q2315061) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- Efficient importance sampling for binary contingency tables (Q2389598) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- Efficient rare event simulation for heavy-tailed systems via cross entropy (Q2450619) (← links)
- Asymptotics of the area under the graph of a Lévy-driven workload process (Q2450768) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
- Editorial: rare-event simulation for queues (Q2465685) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations (Q2828125) (← links)
- A Markov Chain Approximation to Choice Modeling (Q2830764) (← links)
- Two-parameter Sample Path Large Deviations for Infinite Server Queues (Q2921188) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Efficient simulation of tail probabilities of sums of dependent random variables (Q3094481) (← links)
- On exact sampling of stochastic perpetuities (Q3094482) (← links)
- Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune... (Q3405435) (← links)
- HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS (Q3422736) (← links)
- Perfect sampling for infinite server and loss systems (Q3450508) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- (Q3629717) (← links)
- (Q3629721) (← links)
- Asymptotic robustness of estimators in rare-event simulation (Q4635146) (← links)
- Efficient rare event simulation for heavy-tailed compound sums (Q4635168) (← links)
- On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling (Q4635191) (← links)
- Exact Sampling of Stationary and Time-Reversed Queues (Q4635229) (← links)