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QUESTA
2007
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13 years 11 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
QUESTA
2007
170views more  QUESTA 2007»
13 years 11 months ago
Priority queueing systems: from probability generating functions to tail probabilities
Obtaining (tail) probabilities from a transform function is an important topic in queueing theory. To obtain these probabilities in discrete-time queueing systems, we have to inve...
Tom Maertens, Joris Walraevens, Herwig Bruneel