Add to ORKGWe discuss rare-event simulation methodology for com-puting tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure associated with the Gärtner-Ellis theorem of large deviations.
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
We propose a class of strongly efficient rare event simulation estimators for random walks and compo...
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss s...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
We consider importance sampling simulation for estimating rare event probabilities in the presence o...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
The theory of large deviations refers to a collection of techniques for estimating properties of rar...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
We propose a class of strongly efficient rare event simulation estimators for random walks and compo...
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss s...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server que...
We consider importance sampling simulation for estimating rare event probabilities in the presence o...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
The theory of large deviations refers to a collection of techniques for estimating properties of rar...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
International audienceThis paper studies an infinite-server queue in a random environment, meaning t...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
We propose a class of strongly efficient rare event simulation estimators for random walks and compo...