Rare Event Simulation

Author:

Görg Carmelita,Lamers Eugen,Fuß Oliver,Heegaard Poul

Publisher

Springer US

Reference54 articles.

1. A. A. Akyamaç, Z. Haraszti, J. K. Townsend. “Efficient Rare Event Simulation Using DPR for Multidimensional Parameter Spaces”. Proc. 16th Int. Teletraffic Congress, 1999.

2. R. Andreassen, P.E. Heegaard, B.E. Helvik. “Importance Sampling for Speed-Up Simulation of Heterogeneous MPEG Sources”. In The 13th Nordic Teletraffic Seminar (NTS-13), August, 1996, pp. 190–203, Trondheim, Norway, 1996.

3. S. Asmussen, R.Y. Rubinstein. “Steady State Rare Event Simulation in Queueing Model and its Complexity Properties”. In J. Dshalalow, editor, Advances in Queueing: Theory, Methods and Open Problems, Vol. I, pp. 429–462. CRC Press, 1995.

4. Søren Asmussen. “Rare Events Simulation for Heavy-Tailed Distributions”. Workshop 11–12. March 1999, University of Twente, Enschede, The Netherlands, 1999.

5. A.J. Bayes. “Statistical Techniques for Simulation Models”. The Australian Computer Journal, Vol. 2(4), pp. 180–184, 1970.

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