Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune...

Author:

Blanchet Jose H.,Leder Kevin,Glynn Peter W.

Publisher

Springer Berlin Heidelberg

Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. SurrogateRsq: An R Package for Categorical Data Goodness-of-Fit Analysis Using the Surrogate R2;The New England Journal of Statistics in Data Science;2024

2. Approximation of the exit probability of a stable Markov modulated constrained random walk;Annals of Operations Research;2020-06-30

3. Excessive backlog probabilities of two parallel queues;Annals of Operations Research;2019-07-20

4. Approximation of excessive backlog probabilities of two tandem queues;Journal of Applied Probability;2018-09

5. An island particle algorithm for rare event analysis;Reliability Engineering & System Safety;2016-05

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