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Rare event simulation in stochastic models · Study

WorkRare event simulation in stochastic models

Perwez Shahabuddin1995

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Workbronze1995

Rare event simulation in stochastic models

Perwez Shahabuddin

37 citations·0/0 files stored·Winter Simulation Conference

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Simulation Techniques and Applications Probability and Risk Models Markov Chains and Monte Carlo Methods

Abstract

We review fast simulation techniques used for estimating probabilities of rare events and related quantities in different types of stochastic models.

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References

1994Stability, queue length, and delay of deterministic and stochastic queueing networks 1989Importance Sampling for Stochastic Simulations 1995Fast simulation of rare events in queueing and reliability models 1953Methods of Reducing Sample Size in Monte Carlo Computations 1975Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations 1989A quick simulation method for excessive backlogs in networks of queues 1983Large deviations and rare events in the study of stochastic algorithms 1991Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue

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1996The RESTART/LRE method for rare event simulation

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Details

Year1995

Typeother

Published1995-01-01

VenueWinter Simulation Conference

ISSN-L0891-7736

Languageen

Citations37

Files0 public / 0

ShelfSimulation Techniques and Applications

Identifiers

doi10.1145/224401.224460

openalex_workW2128258795

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