scientific article; zbMATH DE number 1103062
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Publication:4369771
zbMath0888.65147MaRDI QIDQ4369771
Tim Zajic, Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
Publication date: 12 January 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
large deviationsqueueing networksstochastic modelsmultilevel splittingrare event probabilitieseffeciency
Large deviations (60F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)
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Trajectory Stratification of Stochastic Dynamics ⋮ A combined splitting-cross entropy method for rare-event probability estimation of queueing networks ⋮ Efficient Monte Carlo simulation via the generalized splitting method
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