Pages that link to "Item:Q3986805"
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The following pages link to Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue (Q3986805):
Displaying 21 items.
- Simulating tail asymptotics of a Markov chain (Q553094) (← links)
- State-dependent importance sampling for a slowdown tandem queue (Q666372) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Efficiency improvement techniques (Q1805481) (← links)
- On Monte Carlo estimation of large deviations probabilities (Q1814744) (← links)
- The overflow probability asymptotics in a single-class retrial system with general retrieve time (Q2151328) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Asymptotically optimal importance sampling for Jackson networks with a tree topology (Q2268463) (← links)
- Importance sampling for non-Markovian tandem queues using subsolutions (Q2294085) (← links)
- Large deviations for the total queue size in non-Markovian tandem queues (Q2397975) (← links)
- Dynamic importance sampling for queueing networks (Q2467605) (← links)
- Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy (Q2485926) (← links)
- On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
- Maximum Queue Length and Waiting Time Revisited: Multserver G/G/<i>c</i> Queue (Q3416041) (← links)
- On asymptotically efficient simulation of ruin probabilities in a Markovian environment (Q4025275) (← links)
- Efficient simulation of tail probabilities in a queueing model with heterogeneous servers (Q4643641) (← links)
- ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE <i>GI</i>|<i>GI</i>|1 TANDEM QUEUE<sup>1</sup> (Q5050873) (← links)
- Rare-Event Simulation for Many-Server Queues (Q5247615) (← links)
