SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysis of an importance sampling estimator for tandem queues
5 references·16 citing·29 second hop
Analysis of an importance sampling estimator for tandem queues (1995)Analysis of an importance sampling estima…Applied Probability and Queues (2003)Applied Probability and QueuesEffective bandwidth and fast simulation of ATM intree networks (1994)Effective bandwidth and fast …Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue (1991)Large deviations theory and e…Importance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…Applied Probability and Queues (1987)Applied Probability and QueuesExploring the modelling and simulation knowledge base through journal co-citation analysis (2013)Exploring the modelling and s…State-dependent importance sampling for rare-event simulation: An overview and recent advances (2011)State-dependent importance sa…Importance sampling for Jackson networks (2009)Importance sampling for Jacks…State-dependent importance sampling for regularly varying random walks (2008)State-dependent importance sa…Dynamic importance sampling for queueing networks (2007)Dynamic importance sampling f…Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Chapter 11 Rare-Event Simulat…Analysis of state-independent importance-sampling measures for the two-node tandem queue (2006)Analysis of state-independent…Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation (2006)Adaptive Importance Sampling …Dynamic Importance Sampling for Queueing Networks (2005)Dynamic Importance Sampling f…Importance Sampling, Large Deviations, and Differential Games (2004)Importance Sampling, Large De…A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks (2004)A Fast Cross-Entropy Method f…On the importance function in splitting simulation (2002)On the importance function in…Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors (2002)Importance Sampling Technique…Efficient simulation of a tandem Jackson network (2002)Efficient simulation of a tan…Multilevel Splitting for Estimating Rare Event Probabilities (1999)Multilevel Splitting for Esti…A large deviations perspective on the efficiency of multilevel splitting (1998)A large deviations perspectiv…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modelling of extremal events in insurance and finance (1994)Monte Carlo Methods in Financial Engineering (2003)Efficient rare-event simulation for the maximum of heavy-tailed random walks (2008)Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (2008)Asymptotic robustness of estimators in rare-event simulation (2010)The existence of value in differential games (1972)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Fast simulation of rare events in queueing and reliability models (1995)The stability of a queue with non-independent inter-arrival and service times (1962)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)A central-limit-theorem-based approach for analyzing queue behavior in high-speed networks (1998)Loss probability calculations and asymptotic analysis for finite buffer multiplexers (2001)A quick simulation method for excessive backlogs in networks of queues (1989)Rare Event Simulation of Small Noise Diffusions (2012)A survey of rare event simulation methods for static input–output models (2014)On the theory of queues with many servers (1955)Quick simulation: a review of importance sampling techniques in communications systems (1997)CSIM (1986)Rare events, splitting, and quasi-Monte Carlo (2007)Simulation and Estimation of Extreme Quantiles and Extreme Probabilities (2011)Likelihood ratio gradient estimation for stochastic systems (1990)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)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 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

Cited by

  • 1999Multilevel Splitting for Estimating Rare Event Probabilities252 cited
  • 2006Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances180 cited
  • 2004Importance Sampling, Large Deviations, and Differential Games147 cited
  • 2005Dynamic Importance Sampling for Queueing Networks92 cited
  • 2007Dynamic importance sampling for queueing networks76 cited
  • 1998A large deviations perspective on the efficiency of multilevel splitting75 cited
  • 2002On the importance function in splitting simulation65 cited
  • 2006Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation65 cited
  • 2011State-dependent importance sampling for rare-event simulation: An overview and recent advances64 cited
  • 2008State-dependent importance sampling for regularly varying random walks

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

63 cited
  • 2004A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks56 cited
  • 2013Exploring the modelling and simulation knowledge base through journal co-citation analysis53 cited
  • 2002Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors53 cited
  • 2009Importance sampling for Jackson networks51 cited
  • 2002Efficient simulation of a tandem Jackson network51 cited
  • 2006Analysis of state-independent importance-sampling measures for the two-node tandem queue50 cited