13 results
Exact simulation for multivariate Itô diffusions
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- Advances in Applied Probability / Volume 52 / Issue 4 / December 2020
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- 03 December 2020, pp. 1003-1034
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- December 2020
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Exact sampling for some multi-dimensional queueing models with renewal input
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 1179-1208
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- December 2019
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Robust Wasserstein profile inference and applications to machine learning
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 830-857
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- September 2019
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Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 116-138
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- March 2019
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Exact simulation of multidimensional reflected Brownian motion
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- Journal of Applied Probability / Volume 55 / Issue 1 / March 2018
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- 28 March 2018, pp. 137-156
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- March 2018
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Perfect sampling for infinite server and loss systems
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 761-786
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- September 2015
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UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY DISTRIBUTIONS
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- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 3 / July 2012
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- 08 June 2012, pp. 437-448
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Efficient simulation of tail probabilities of sums of dependent random variables
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 147-164
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- August 2011
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On exact sampling of stochastic perpetuities
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 165-182
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- August 2011
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Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 467-489
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- June 2011
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Efficient importance sampling in ruin problems for multidimensional regularly varying random walks
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 301-322
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- June 2010
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State-dependent importance sampling for regularly varying random walks
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1104-1128
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- December 2008
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HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 4 / October 2006
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- 19 September 2006, pp. 595-598
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