Pages that link to "Item:Q2467605"
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The following pages link to Dynamic importance sampling for queueing networks (Q2467605):
Displaying 34 items.
- The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
- The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (Q666351) (← links)
- State-dependent importance sampling for a slowdown tandem queue (Q666372) (← links)
- Escaping from an attractor: Importance sampling and rest points. I. (Q748325) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Importance sampling for a Markov modulated queuing network (Q1004403) (← links)
- Splitting for rare event simulation: A large deviation approach to design and analysis (Q1004406) (← links)
- Importance sampling algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
- Approximation of the exit probability of a stable Markov modulated constrained random walk (Q2115773) (← links)
- Excessive backlog probabilities of two parallel queues (Q2212270) (← links)
- Splitting algorithms for rare event simulation over long time intervals (Q2240483) (← links)
- Asymptotically optimal importance sampling for Jackson networks with a tree topology (Q2268463) (← links)
- Importance sampling for non-Markovian tandem queues using subsolutions (Q2294085) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
- Large deviations and importance sampling for a tandem network with slow-down (Q2465681) (← links)
- Alternative proof and interpretations for a recent state-dependent importance sampling scheme (Q2465682) (← links)
- Approximation of bounds on mixed-level orthogonal arrays (Q3021243) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Importance Sampling for Weighted-Serve-the-Longest-Queue (Q3169055) (← links)
- Importance Sampling for Metastable and Multiscale Dynamical Systems (Q4555224) (← links)
- Approximation of excessive backlog probabilities of two tandem queues (Q4555300) (← links)
- An Automatic Adaptive Importance Sampling Algorithm for Molecular Dynamics in Reaction Coordinates (Q4607638) (← links)
- Quantitative Differentiation: A General Formulation (Q4650166) (← links)
- Rare Event Simulation of Small Noise Diffusions (Q4650170) (← links)
- On Efficiency of Multilevel Splitting (Q4905889) (← links)
- ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE <i>GI</i>|<i>GI</i>|1 TANDEM QUEUE<sup>1</sup> (Q5050873) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks (Q5168847) (← links)
- Performance evaluation of an importance sampling technique in a Jackson network (Q5172567) (← links)
- Instanton based importance sampling for rare events in stochastic PDEs (Q5227580) (← links)
- Moderate deviations-based importance sampling for stochastic recursive equations (Q5233197) (← links)
- Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (Q6050023) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)
- Importance sampling for a simple Markovian intensity model using subsolutions (Q6638915) (← links)