Analysis of an importance sampling estimator for tandem queues
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Publication:4876026
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Cited in
(39)- Importance sampling for a Markov modulated queuing network
- Splitting for rare event simulation: A large deviation approach to design and analysis
- Optimization of computer simulation models with rare events
- Asymptotics of first passage times for random walk in an orthant
- 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.
- Dynamic importance sampling for uniformly recurrent Markov chains
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
- Approximation of the exit probability of a stable Markov modulated constrained random walk
- Rare-event analysis and simulation of queues with time-varying rates
- 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
- Large deviations for the total queue size in non-Markovian tandem queues
- Large deviations and importance sampling for a tandem network with slow-down
- 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
- Large deviations and fast simulation in the presence of boundaries.
- Importance Sampling for Weighted-Serve-the-Longest-Queue
- State-dependent importance sampling for regularly varying random walks
- Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme
- Efficient rare-event simulation for perpetuities
- Importance sampling for metastable and multiscale dynamical systems
- Approximation of excessive backlog probabilities of two tandem queues
- Efficient simulation of a tandem Jackson network
- State-dependent importance sampling for a Jackson tandem network
- ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE1
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
- Analysis of a splitting estimator for rare event probabilities in Jackson networks
- Performance evaluation of an importance sampling technique in a Jackson network
- On asymptotically efficient simulation of large deviation probabilities
- The cross-entropy method with patching for rare-event simulation of large Markov chains
- State-dependent importance sampling for a slowdown tandem queue
- Hitting probabilities of constrained random walks representing tandem networks
- Escaping from an attractor: Importance sampling and rest points. I.
- Importance sampling for Jackson networks
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