2 search results - page 1 / 1 » Simulating GI GI 1 queues and insurance risk processes with ... |
WSC
2000
15 years 27 days 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...
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TOMACS
2002
14 years 11 months ago
2002
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...