Result 1 to 20 of 167 total
Fractional Brownian motion with $H < \frac{1}{2}$ as a limit of scheduled traffic. (English)
J. Appl. Probab. 49, No. 3, 710-718 (2012).
1
A comparison of cross-entropy and variance minimization strategies. (English)
J. Appl. Probab. 48A, Spec. Vol., 183-194 (2011).
2
A new proof of convergence of MCMC via the ergodic theorem. (English)
Stat. Probab. Lett. 81, No. 10, 1482-1485 (2011).
3
Uniform approximations for the $M/G/1$ queue with subexponential processing times. (English)
Queueing Syst. 68, No. 1, 1-50 (2011).
4
Simulation-based computation of the workload correlation function in a Lévy-driven queue. (English)
J. Appl. Probab. 48, No. 1, 114-130 (2011).
5
On the dynamics of a finite buffer queue conditioned on the amount of loss. (English)
Queueing Syst. 67, No. 2, 91-110 (2011).
6
How to generate uniform samples on discrete sets using the splitting method. (English)
Probab. Eng. Inf. Sci. 24, No. 3, 405-422 (2010).
7
Asymptotic robustness of estimators in rare-event simulation (English)
ACM Trans. Model. Comput. Simul. 20, No. 1 (2010).
8
A regenerative bootstrap approach to estimating the initial transient (English)
Winter Simulation Conference, 965-970 (2010).
9
Rare event simulation for a slotted time M/G/s model. (English)
Queueing Syst. 63, No. 1-4, 33-57 (2009).
10
Efficient simulation of light-tailed sums: An old-folk song sung to a faster new tune\dots. (English)
L’ Ecuyer, Pierre (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6‒11, 2008. Berlin: Springer (ISBN 978-3-642-04106-8/hbk). 227-248 (2009).
11
Conditional limit theorems for regulated fractional Brownian motion. (English)
Ann. Appl. Probab. 19, No. 6, 2102-2136 (2009).
12
How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation. (English)
Stoch. Models 25, No. 4, 547-568 (2009).
13
Robustness properties and confidence interval reliability issues. (English)
Rubino, Gerardo (ed.) et al., Rare event simulation using Monte Carlo methods. Chichester: John Wiley \& Sons (ISBN 978-0-470-77269-0/hbk). 63-84 (2009).
14
Simulation-based computation of the workload correlation function in a Lévy-driven queue (English)
Winter Simulation Conference, 1155-1166 (2009).
15
New estimators for parallel steady-state simulations (English)
Winter Simulation Conference, 469-474 (2009).
16
Efficient rare event simulation of continuous time Markovian perpetuities (English)
Winter Simulation Conference, 444-451 (2009).
17
Rare event simulation for a generalized hawkes process (English)
Winter Simulation Conference, 1291-1298 (2009).
18
Bounding stationary expectations of Markov processes. (English)
Ethier, Stewart N. (ed.) et al., Markov processes and related topics: A Festschrift for Thomas G. Kurtz. Selected papers of the conference, Madison, WI, USA, July 10‒13, 2006. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-76-8/pb). Institute of Mathematical Statistics Collections 4, 195-214 (2008).
19
Efficient rare-event simulation for the maximum of heavy-tailed random walks. (English)
Ann. Appl. Probab. 18, No. 4, 1351-1378 (2008).
20
Result 1 to 20 of 167 total
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