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TOMACS
2002
113views more  TOMACS 2002»
15 years 1 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
SENSYS
2009
ACM
15 years 9 months ago
Wireless link simulations using multi-level Markov models
Ankur Kamthe, Miguel Á. Carreira-Perpi&ntil...