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Efficient simulation of finite horizon problems in queueing ...
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QUESTA
2007
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Efficient simulation of finite horizon problems in queueing and insurance risk
15 years 4 months ago
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www.ricam.oeaw.ac.at
Leonardo Rojas-Nandayapa, Søren Asmussen
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WSC
2000
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Modeling And Simulation
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Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
15 years 6 months ago
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This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
Nam Kyoo Boots, Perwez Shahabuddin
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