Rare event simulation for a slotted time M/G/s model
DOI10.1007/S11134-009-9154-5zbMATH Open1209.90105OpenAlexW2137349990WikidataQ89700275 ScholiaQ89700275MaRDI QIDQ2269504FDOQ2269504
Authors: Peter W. Glynn, Jose Blanchet, Henry Lam 
Publication date: 17 March 2010
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-009-9154-5
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Cites Work
- Stochastic simulation: Algorithms and analysis
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- Conjugate processes and the simulation of ruin problems
- Importance sampling in the Monte Carlo study of sequential tests
- Fast simulation of rare events in queueing and reliability models
- Simulation run lengths to estimate blocking probabilities
- A new view of the heavy-traffic limit theorem for infinite-server queues
- Large deviations and rare events in the study of stochastic algorithms
- Variance Reduction in Simulations of Loss Models
Cited In (5)
- Uncertainty quantification of stochastic simulation for black-box computer experiments
- Rare-event simulation for neural network and random forest predictors
- Rare-event simulation for many-server queues
- A rare-event simulation algorithm for periodic single-server queues
- Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
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