Pages that link to "Item:Q2465680"
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The following pages link to Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680):
Displaying 14 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes (Q904959) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933) (← links)
- Some Recent Results in Rare Event Estimation (Q3451720) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Importance Sampling for Metastable and Multiscale Dynamical Systems (Q4555224) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- Efficient Rare Event Simulation for Failure Problems in Random Media (Q5254418) (← links)
