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pro vyhledávání: '"Ewan Jacov Cahen"'
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Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3beb6f0b67f62c14d3c92bbc518d4fea
Publikováno v:
Methodology and Computing in Applied Probability, 21(1), 125-153. Springer
Methodology and Computing in Applied Probability, 21(1). Springer Netherlands
Methodology and Computing in Applied Probability, 21(1). Springer Netherlands
We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point in time. The main objective is to develop efficient importance sampling
Publikováno v:
Probability in the Engineering and Informational Sciences, 31(3), 265-283. Cambridge University Press
Probability in the Engineering and Informational Sciences, 31(3), 265-283
Probability in the Engineering and Informational Sciences, 31(3), 265-283
This paper focuses on the evaluation of the probability that both components of a bivariate stochastic process ever simultaneously exceed some large level; a leading example is that of two Markov fluid queues driven by the same background process eve
Publikováno v:
ACM Transactions on Modeling and Computer Simulation, 28(1):2. Association for Computing Machinery (ACM)
ACM Transactions on Modeling and Computer Simulation, 28(1):2. Association for Computing Machinery, Inc
ACM Transactions on Modeling and Computer Simulation, 28(1)
ACM Transactions on Modeling and Computer Simulation, 28(1):2. Association for Computing Machinery, Inc
ACM Transactions on Modeling and Computer Simulation, 28(1)
This article focuses on evaluating the probability that both components of a two-dimensional stochastic process will ever, but not necessarily at the same time, exceed some large level u . An important application is in determining the probability of