The following pages link to (Q4878849):
Displayed 18 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
- A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (Q666360) (← links)
- Rare event probabilities in stochastic networks (Q1022403) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- The superposition of alternating on-off flows and a fluid model (Q1296744) (← links)
- A note on martingale inequalities for fluid models (Q1359693) (← links)
- Rate-tilting for fast simulation of level/phase processes (Q1434428) (← links)
- Risk and duality in multidimensions (Q1613646) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Performance analysis with truncated heavy-tailed distributions (Q2433244) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Importance sampling simulations of Markovian reliability systems using cross-entropy (Q2485929) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Improved algorithms for rare event simulation with heavy tails (Q5480012) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Tail asymptotics for M/G/1-type queueing processes with light-tailed increments (Q5945387) (← links)