A quick simulation method for excessive backlogs in networks of queues
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(45)- Importance sampling for a Markov modulated queuing network
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Optimization of computer simulation models with rare events
- Asymptotics of first passage times for random walk in an orthant
- Fast simulation of buffer overflows in tandem networks of GI/GI/1 queues
- A class of optimum importance sampling strategies
- Counterexamples in importance sampling for large deviations probabilities
- Optimal importance sampling for Markovian systems with applications to tandem queues
- Asymptotics of overflow probabilities in Jackson networks.
- Rate-tilting for fast simulation of level/phase processes
- Large deviations of Jackson networks.
- Parallel simulation of statistical multiplexers
- Ordinal optimization approach to rare event probability problems
- Sample path large deviations and intree networks
- Approximation of the exit probability of a stable Markov modulated constrained random walk
- Excessive backlog probabilities of two parallel queues
- Asymptotically optimal importance sampling for Jackson networks with a tree topology
- Importance sampling for non-Markovian tandem queues using subsolutions
- Networks with cascading overloads
- Alternative proof and interpretations for a recent state-dependent importance sampling scheme
- Editorial: rare-event simulation for queues
- Dynamic importance sampling for queueing networks
- Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy
- Stationary tail probabilities in exponential server tandems with renewal arrivals
- Finding the conjugate of Markov fluid processes
- Efficient simulation of large deviation events for sums of random vectors using saddle-point representations
- Approximation of bounds on mixed-level orthogonal arrays
- Some Large Deviations Results in Markov Fluid Models
- Some recent results in rare event estimation
- scientific article; zbMATH DE number 4107891 (Why is no real title available?)
- scientific article; zbMATH DE number 1129912 (Why is no real title available?)
- Approximation of excessive backlog probabilities of two tandem queues
- Fast simulation of networks of queues with effective and decoupling bandwidths
- ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE1
- Analysis of a splitting estimator for rare event probabilities in Jackson networks
- Performance evaluation of an importance sampling technique in a Jackson network
- State-independent importance sampling for random walks with regularly varying increments
- A cross-entropy scheme for mixtures
- Simulating tail asymptotics of a Markov chain
- The cross-entropy method with patching for rare-event simulation of large Markov chains
- Rare-event simulation for neural network and random forest predictors
- State-dependent importance sampling for a slowdown tandem queue
- Hitting probabilities of constrained random walks representing tandem networks
- Importance sampling for Jackson networks
- A simulation framework for networked queue models: Analysis of queue bounds in a G/G/c supply chain
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