Add to ORKGTwo well-known techniques for rare-event simulation of queueing models are compared with respect to their achievable performance, and difference in robustness; furthermore, a theoretical mapping between both techniques is devised and explored with the aim of obtaining a better understanding of both methods' operation and performance
For more than two decades, there has been a growing of interest in fast simulation techniques for es...
Rare events are events that are expected to occur infrequently or, more technically, those that have...
In this paper, a method is presented for the efficient estimation of rare-event (overflow) probabili...
Abstract The paper is devoted on computer simulation of rare event probability, which is a critical ...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
This paper considers importance sampling as a tool for rare-event simulation. The system at hand is ...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
This paper focuses on estimating the rare event of overflow in the downstream queue of a tandem Jack...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
This paper considers importance sampling as a tool for rare-event simulation. The system at hand is ...
This paper focuses on estimating the rare event of overflow in the downstream queue of a tandem Jack...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
Importance sampling is the most commonly used technique for speeding up Monte Carlo simulation of ra...
Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare ...
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss s...
For more than two decades, there has been a growing of interest in fast simulation techniques for es...
Rare events are events that are expected to occur infrequently or, more technically, those that have...
In this paper, a method is presented for the efficient estimation of rare-event (overflow) probabili...
Abstract The paper is devoted on computer simulation of rare event probability, which is a critical ...
This paper applies importance sampling simulation for estimating rare event probabilities of the fir...
This paper considers importance sampling as a tool for rare-event simulation. The system at hand is ...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
This paper focuses on estimating the rare event of overflow in the downstream queue of a tandem Jack...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
This paper considers importance sampling as a tool for rare-event simulation. The system at hand is ...
This paper focuses on estimating the rare event of overflow in the downstream queue of a tandem Jack...
The RESTART method is a widely applicable simulation technique for the estimation of rare event prob...
Importance sampling is the most commonly used technique for speeding up Monte Carlo simulation of ra...
Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare ...
We develop rare-event simulation methodology for the analysis of loss events in a many-server loss s...
For more than two decades, there has been a growing of interest in fast simulation techniques for es...
Rare events are events that are expected to occur infrequently or, more technically, those that have...
In this paper, a method is presented for the efficient estimation of rare-event (overflow) probabili...