Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Jose H. Blanchet"'
Publikováno v:
Stochastic Systems, Vol 4, Iss 1, Pp 206-249 (2014)
Let Qλ(t,y) be the number of people present at time t with y units of remaining service time in an infinite server system with arrival rate equal to λ>0. In the presence of a non-lattice renewal arrival process and assuming that the service times h
Externí odkaz:
https://doaj.org/article/1c07f2fe718348a2b55a4f9e2f295fc4
Publikováno v:
Working Papers (Faculty) - Stanford Graduate School of Business. 2020, p1-91. 91p.
Autor:
Jose H. Blanchet
Publikováno v:
Queueing Systems. 100:509-511
Autor:
Jose H. Blanchet, Jingchen Liu
Publikováno v:
Advances in Applied Probability. 40:1104-1128
Consider a sequence (X k : k ≥ 0) of regularly varying independent and identically distributed random variables with mean 0 and finite variance. We develop efficient rare-event simulation methodology associated with large deviation probabilities fo
Publikováno v:
2015 Winter Simulation Conference (WSC).
Autor:
Uday V. Shanbhag, Jose H. Blanchet
Publikováno v:
2015 Winter Simulation Conference (WSC).
Autor:
Jose H. Blanchet, Peter W. Glynn
Publikováno v:
2015 Winter Simulation Conference (WSC).
Publikováno v:
Proceedings of the 2010 Winter Simulation Conference.
Autor:
Jose H. Blanchet, null Jingchen Liu
Publikováno v:
2007 Winter Simulation Conference.