6 results
A comparison of random walks in dependent random environments
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
- Published online by Cambridge University Press:
- 24 March 2016, pp. 199-214
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- March 2016
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Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 741-755
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- September 2014
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A comparison of cross-entropy and variance minimization strategies
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue A / August 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 183-194
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- August 2011
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Improved algorithms for rare event simulation with heavy tails
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- Journal:
- Advances in Applied Probability / Volume 38 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 01 July 2016, pp. 545-558
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- June 2006
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An optimal sequential procedure for a buying-selling problem with independent observations
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 454-462
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- June 2006
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Heavy traffic analysis for continuous polling models
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- Journal:
- Journal of Applied Probability / Volume 34 / Issue 3 / September 1997
- Published online by Cambridge University Press:
- 14 July 2016, pp. 720-732
- Print publication:
- September 1997
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