Abstract. This paper studies a class of non-Markovian and nonhomogeneous stochastic processes on a finite state space. Relying on a recent paper by Bena
Abstract. The inherently sequential nature of random discrete eventdriven simulation has made parallel and distributed processing di cult. This paper presents a method of applying ...
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Constraint-based random simulation is state-of-the-art in verification of multi-million gate industrial designs. This method is based on stimulus generation by constraint solving...
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...