Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On Monte Carlo estimation of large deviations probabilities

4 references·2 citing·24 second hop

FromToDepth

this work references cited by second hop

References

1991Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue143 cited
1994Effective bandwidth and fast simulation of ATM intree networks139 cited
1992Simulating level-crossing probabilities by importance sampling73 cited
1985Conjugate processes and the silumation of ruin problems71 cited

Cited by

2002Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors53 cited
2001Estimating small cell-loss ratios in ATM switches via importance sampling19 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work