405 search results - page 2 / 81 » On the Simulation of Tikhonov Random Processes |
SIAMCO
2010
13 years 15 days ago
2010
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
IPPS
1998
IEEE
13 years 10 months ago
1998
IEEE
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 ...
WSC
2007
13 years 8 months ago
2007
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...
FDL
2008
IEEE
14 years 7 days ago
2008
IEEE
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...
WSC
2000
13 years 7 months ago
2000
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...