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A comparison of RESTART implementations
5 references·0 citing·22 second hop
A comparison of RESTART implementations (2002)A comparison of RESTART implementationsMultilevel 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…Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds (1994)Enhancement of the Accelerate…The Asymptotic Efficiency of Simulation Estimators (1992)The Asymptotic Efficiency of …A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…Introduction to Queueing Theory (2nd ed.). (1983)An empirical comparison of priority-queue and event-set implementations (1986)A comparison of RESTART implementations (1998)Simulation of rare events in communications networks (1998)On the efficiency of RESTART for multidimensional state systems (2006)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)The variation of certain speculative prices (1997)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Nested Simulation in Portfolio Risk Measurement (2010)Unbiased Estimation with Square Root Convergence for SDE Models (2015)CSIM (1986)Fast simulation of rare events in queueing and reliability models (1995)Rare events, splitting, and quasi-Monte Carlo (2007)Asymptotic robustness of estimators in rare-event simulation (2010)Simulation and Estimation of Extreme Quantiles and Extreme Probabilities (2011)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)On the importance function in splitting simulation (2002)Splitting for rare-event simulation (2006)State-dependent importance sampling for rare-event simulation: An overview and recent advances (2011)Optimization of computer simulation models with rare events (1997)Quick simulation: a review of importance sampling techniques in communications systems (1997)
this work references cited by second hop

References

  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1999Multilevel Splitting for Estimating Rare Event Probabilities252 cited
  • 1992The Asymptotic Efficiency of Simulation Estimators215 cited
  • 1998A large deviations perspective on the efficiency of multilevel splitting75 cited
  • 1994Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds59 cited

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