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CORR
2010
Springer
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CORR 2010
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Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
13 years 11 months ago
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www.columbia.edu
We consider a standard splitting algorithm for the rare-event simulation of overflow probabilities in any subset of stations in a Jackson network at level n, starting at a fixed i...
Jose Blanchet, Kevin Leder, Yixi Shi
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