Sciweavers

5 search results - page 1 / 1
» Random Walk with a Heavy-Tailed Jump Distribution
Sort
View
TOMACS
2002
113views more  TOMACS 2002»
13 years 4 months ago
Simulating heavy tailed processes using delayed hazard rate twisting
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Sandeep Juneja, Perwez Shahabuddin
QUESTA
2011
12 years 7 months ago
Uniform approximations for the M/G/1 queue with subexponential processing times
: This paper studies the asymptotic behavior of the steady-state waiting time, W∞, of the M/G/1 queue with subexponenential processing times for different combinations of traffi...
Mariana Olvera-Cravioto, Peter W. Glynn
WWW
2010
ACM
13 years 11 months ago
Optimal rare query suggestion with implicit user feedback
Query suggestion has been an effective approach to help users narrow down to the information they need. However, most of existing studies focused on only popular/head queries. Si...
Yang Song, Li-wei He
COMGEO
2004
ACM
13 years 4 months ago
Expected time analysis for Delaunay point location
We consider point location in Delaunay triangulations with the aid of simple data structures. In particular, we analyze methods in which a simple data structure is used to first lo...
Luc Devroye, Christophe Lemaire, Jean-Michel Morea...