Performance Analysis with Truncated Heavy-Tailed Distributions-Reference-Cited by-同舟云学术

Performance Analysis with Truncated Heavy-Tailed Distributions

Published:2005-11-25 Issue:4 Volume:7 Page:439-457
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Asmussen Søren,Pihlsgård Mats

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-005-5002-1.pdf

Reference14 articles.

1. S. Asmussen, Ruin Probabilities, World Scientific: Singapore, 2000.

2. S. Asmussen, Applied Probability and Queues, Springer-Verlag: New York, 2003.

3. S. Asmussen, and D. P. Kroese, “Improved algorithms for rare event simulation with heavy tails,” Submitted to J. Appl. Probability (Pending revision), 2004.

4. S. Asmussen, and M. Pihlsgård, “Performance analysis with truncated heavy-tailed distributions,” MaPhySto Research Report 24-2004, 2004. Extended version of the current article.

5. S. Asmussen, and R. Y. Rubinstein, “Steady-state rare events simulation in queueing models and its complexity properties,” In J. Dshalalow (ed.), Advances in Queueing: Models, Methods and Problems, pp. 429–466, CRC Press: Boca Raton, 1995.

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