Importance Sampling for Failure Probabilities in Computing and Data Transmission
DOI10.1239/jap/1253279851zbMath1173.65005OpenAlexW2090352636MaRDI QIDQ3182431
Publication date: 8 October 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1253279851
algorithmsimportance samplingnumerical examplesregular variationMonte Carlo simulationGumbel distributionexponential tiltinggeometric sumPareto distributionsrare event simulationcompound sumcomputer reliabilityRESTARTLundberg's inequalityconditioned limit theoremcommunications engineeringintegral asymptoticsCramér root
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Cites Work
- Efficient rare-event simulation for the maximum of heavy-tailed random walks
- Lundberg approximations for compound distributions with insurance applications
- Stochastic simulation: Algorithms and analysis
- Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
- Connecting Renewal Age Processes with M/D/1 and M/D/∞ Queues Through Stick Breaking
- The Asymptotic Efficiency of Simulation Estimators
- Efficient rare event simulation for heavy-tailed compound sums
- Applied Probability and Queues
- Characterizing Heavy-Tailed Distributions Induced by Retransmissions
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