43 search results - page 1 / 9 » Sojourn Times and Rare Events |
ANSS
2003
IEEE
13 years 10 months ago
2003
IEEE
: In this paper, we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AAc method, which in turn is a...
ESM
2000
13 years 6 months ago
2000
The classical method of evaluation of simulations surely is the batch means method, see e.g. [Bratley et al. 1987], giving confidence intervals to express the precision of the sim...
PE
2010
Springer
13 years 3 months ago
2010
Springer
From a rare events perspective, scheduling disciplines that work well under light (exponential) tailed workload distributions do not perform well under heavy (power) tailed worklo...
WSC
2007
13 years 7 months ago
2007
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
IJAIT
2007
13 years 4 months ago
2007
Rare events analysis is an area that includes methods for the detection and prediction of events, e.g. a network intrusion or an engine failure, that occur infrequently and have s...