Analysis of a Splitting Estimator for Rare Event...

Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks

Blanchet, Jose, Leder, Kevin, Shi, Yixi
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Volume:
1
Journal:
Stochastic Systems
DOI:
10.1287/11-ssy026
Date:
December, 2011
File:
PDF, 347 KB
2011
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