Result 1 to 20 of 76 total
A new proof of convergence of MCMC via the ergodic theorem. (English)
Stat. Probab. Lett. 81, No. 10, 1482-1485 (2011).
1
Local time asymptotics for centered Lévy processes with two-sided reflection. (English)
Stoch. Models 27, No. 2, 202-219 (2011).
2
A note on skewness in regenerative simulation (English)
Communications in Statistics - Simulation and Computation 40, No. 1, 45-57 (2011).
3
Special issue: 100 years of queueing ‒ the Erlang centennial. Selected papers based on the presentations at the conference, Copenhagen, Danmark, April 1‒3, 2009. (English)
Queueing Syst. 63, No. 1-4, 475~p. (2009).
4
Importance sampling for failure probabilities in computing and data transmission. (English)
J. Appl. Probab. 46, No. 3, 768-790 (2009).
5
Asymptotic behavior of total times for jobs that must start over if a failure occurs. (English)
Math. Oper. Res. 33, No. 4, 932-944 (2008).
6
Asymptotic behavior of total times for jobs that must start over if a failure occurs (English)
Math. Oper. Res. 33, No. 4, 932-944 (2008).
7
Stochastic simulation: Algorithms and analysis. (English)
Stochastic Modelling and Applied Probability 57. New York, NY: Springer (ISBN 978-0-387-30679-7/hbk). xiv, 476~p. EUR~49.95/net; SFR~87.00; \sterling~38.50; \$~59.95 (2007).
8
Loss rates for Lévy processes with two reflecting barriers (English)
Math. Oper. Res. 32, No. 2, 308-321 (2007).
9
On the completion time distribution for tasks that must restart from the beginning if a failure occurs. (English)
SIGMETRICS Perform. Eval. Rev. 34, No. 3, 24-26 (2006).
10
Improved algorithms for rare event simulation with heavy tails. (English)
Adv. Appl. Probab. 38, No. 2, 545-558 (2006).
11
Performance analysis with truncated heavy-tailed distributions. (English)
Methodol. Comput. Appl. Probab. 7, No. 4, 439-457 (2005).
12
Heavy tails, importance sampling and cross\,-\,entropy. (English)
Stoch. Models 21, No. 1, 57-76 (2005).
13
Pricing of some exotic options with NIG-Lévy input (English)
International Conference on Computational Science, 795-802 (2004).
14
Applied probability and queues. 2nd revised and extended ed. (English)
Applications of Mathematics 51. New York, NY: Springer (ISBN 0-387-00211-1/hbk; 978-1-4419-1809-3/pbk). xii, 438~p. EUR~79.95; \$~69.95; \sterling~56.00; sFr~133.00 (2003).
15
On the tail of the waiting time in a Markov-modulated $M/G/1$ queue. (English)
Oper. Res. 50, No. 3, 559-565 (2002).
16
Large deviations and fast simulation in the presence of boundaries. (English)
Stochastic Processes Appl. 102, No. 1, 1-23 (2002).
17
Large deviations in rare events simulation: Examples, counterexamples and alternatives. (English)
Fang, Kai-Tai (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2000. Proceedings of a conference, held at Hong Kong Baptist Univ., Hong Kong SAR, China, November 27 - December 1, 2000. Berlin: Springer. 1-9 (2002).
18
On the tail of the waiting time in a Markov-modulated M/G/1 queue (English)
Operations Research 50, No. 3, 559-565 (2002).
19
Calculation of the steady state waiting time distribution in GI/PH/$c$ and MAP/PH/$c$ queues. (English)
Queueing Syst. 37, No.1-3, 9-29 (2001).
20
Result 1 to 20 of 76 total
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