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Regenerative rare events simulation via likelihood ratios
8 references·0 citing·36 second hop
Regenerative rare events simulation via likelihood ratios (1994)Regenerative rare events simulation via l…Optimally efficient estimation of the statistics of rare events in queueing networks (1991)Optimally efficient estimatio…Risk theory in a Markovian environment (1989)Risk theory in a Markovian en…Importance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…Applied Probability and Queues (1987)Applied Probability and QueuesA Tandem Network of Queues with Deterministic Service and Intermediate Arrivals (1984)A Tandem Network of Queues wi…Large deviations and rare events in the study of stochastic algorithms (1983)Large deviations and rare eve…Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue (1982)Conditioned limit theorems re…Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue (1982)Conditioned limit theorems re…Stochastic Differential Equations (1972)Stability and Optimal Control of the Packet Switching Broadcast Channel (1977)An introduction to large deviations for communication networks (1995)Techniques for fast simulation of models of highly dependable systems (2001)Importance Sampling, Large Deviations, and Differential Games (2004)A Sequence of Service Stations with Arbitrary Input and Regular Service Times (1965)Theory, Volume 1, Queueing Systems (1975)Poisson Arrivals See Time Averages (1982)Generalized processor sharing queues (2003)Equivalent Models for Queueing Analysis of Deterministic Service Time Tree Networks (2005)A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH (2006)Matrix-Geometric Solutions to Stochastic Models (1984)Structured Stochastic Matrices of M/G/1 Type and Their Applications. (1991)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Strategies for Dividend Distribution: A Review (2009)Matrix-geometric solutions in stochastic models (1985)Introduction to Queueing Networks (1987)Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks (1993)Efficiency improvement and variance reduction (2005)Inequalities in the Theory of Queues (1970)The Single Server Queue (1983)The Single Server Queue. (1983)Conjugate processes and the silumation of ruin problems (1985)Busy period analysis, rare events and transient behavior in fluid flow models (1994)Simple approximations of ruin probabilities (2000)Diffusion approximations in collective risk theory (1969)Extreme Values in the GI/G/1 Queue (1972)Equilibrium properties of the M/G/1 queue (1981)On the integral of the workload process of the single server queue (2003)Fast simulation of rare events in queueing and reliability models (2005)Likelihood ratio gradient estimation for stochastic systems (1990)Fast simulation of rare events in queueing and reliability models (1995)Simulation-based optimization of Markov reward processes (2001)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 1989Risk theory in a Markovian environment227 cited
  • 1983Large deviations and rare events in the study of stochastic algorithms200 cited
  • 1991Optimally efficient estimation of the statistics of rare events in queueing networks77 cited
  • 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue75 cited
  • 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue58 cited
  • 1984A Tandem Network of Queues with Deterministic Service and Intermediate Arrivals30 cited

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