Rare event simulation for non-Markovian tandem queues

Author(s):

Denis Miretskiy ◽

Werner Scheinhardt ◽

Michel Mandjes

Keyword(s):

Importance Sampling ◽

Rare Event ◽

Sampling Scheme ◽

Tandem Queues ◽

Rare Event Simulation ◽

New Measures of Robustness in Rare Event Simulation

Proceedings of the Winter Simulation Conference, 2005. ◽

10.1109/wsc.2005.1574290 ◽

2006 ◽

Cited By ~ 5

Author(s):

H. Cancela ◽

G. Rubino ◽

B. Tuffin

Keyword(s):

Rare Event ◽

Rare Event Simulation ◽

Lecture Notes in Computer Science - Measurement, Modelling and Evaluation of Computing Systems ◽

Automated Rare Event Simulation for Fault Tree Analysis via Minimal Cut Sets

10.1007/978-3-030-43024-5_16 ◽

2020 ◽

pp. 259-277 ◽

Author(s):

Carlos E. Budde ◽

Mariëlle Stoelinga

Keyword(s):

Fault Tree ◽

Rare Event ◽

Fault Tree Analysis ◽

Rare Event Simulation ◽

Tree Analysis ◽

Event Simulation ◽

Minimal Cut Sets ◽

Minimal Cut

Rare event simulation for non-Markovian repairable fault trees

10.26226/morressier.604907f51a80aac83ca25d9b ◽

2021 ◽

Author(s):

Carlos E. Budde

Keyword(s):

Rare Event ◽

Rare Event Simulation ◽

Fault Trees ◽

Optimal splitting for rare-event simulation

IIE Transactions ◽

10.1080/0740817x.2011.596507 ◽

2012 ◽

Vol 44 (5) ◽

pp. 352-367 ◽

Cited By ~ 12

Author(s):

John F. Shortle ◽

Chun-Hung Chen ◽

Ben Crain ◽

Alexander Brodsky ◽

Daniel Brod

Keyword(s):

Rare Event ◽

Rare Event Simulation ◽

Introduction to Rare-Event Simulation

Wiley Encyclopedia of Operations Research and Management Science ◽

10.1002/9780470400531.eorms0006 ◽

2011 ◽

Author(s):

John F. Shortle ◽

Pierre L'Ecuyer

Keyword(s):

Rare Event ◽

Rare Event Simulation ◽

Automated Rare Event Simulation for Stochastic Petri Nets

Quantitative Evaluation of Systems - Lecture Notes in Computer Science ◽

10.1007/978-3-642-40196-1_31 ◽

2013 ◽

pp. 372-388 ◽

Cited By ~ 10

Author(s):

Daniël Reijsbergen ◽

Pieter-Tjerk de Boer ◽

Werner Scheinhardt ◽

Boudewijn Haverkort

Keyword(s):

Petri Nets ◽

Rare Event ◽

Stochastic Petri Nets ◽

Rare Event Simulation ◽

The Fundamental Role of Teletraffic in the Evolution of Telecommunications Networks - Teletraffic Science and Engineering ◽

Rare Event Simulation: a modified RESTART-Method using the LRE-Algorithm

10.1016/b978-0-444-82031-0.50083-4 ◽

1994 ◽

pp. 787-796 ◽

Author(s):

Friedrich Schreiber ◽

Carmelita Görg

Keyword(s):

Rare Event ◽

Rare Event Simulation ◽

Estimating the Probability of CO2 Leakage Using Rare Event Simulation

ECMOR XIV - 14th European Conference on the Mathematics of Oil Recovery ◽

10.3997/2214-4609.20141876 ◽

2014 ◽

Author(s):

A.H. Elsheikh ◽

S. Oladyshkin ◽

W. Nowak ◽

M. Christie

Keyword(s):

Rare Event ◽

Co2 Leakage ◽

Rare Event Simulation ◽

Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo

Statistics and Computing ◽

10.1007/s11222-017-9722-1 ◽

2017 ◽

Vol 28 (1) ◽

pp. 131-144

Author(s):

Jere Koskela ◽

Dario Spanò ◽

Paul A. Jenkins

Keyword(s):

Monte Carlo ◽

Markov Processes ◽

Sequential Monte Carlo ◽

Rare Event ◽

Rare Event Simulation ◽

Reverse Time ◽