75 citations · 78 across the 2 of their papers we have counts for
3 papers
Path-ZVA: general, efficient and automated importance sampling for highly reliable Markovian systems
Daniel Reijsbergen, Pieter-Tjerk de Boer, Werner Scheinhardt +1
We introduce Path-ZVA: an efficient simulation technique for estimating the probability of reaching a rare goal state before a regeneration state in a (discrete-time) Markov chain.…
In-Degree and PageRank of Web pages: Why do they follow similar power laws?
N. Litvak, W. R. W. Scheinhardt, Y. Volkovich
The PageRank is a popularity measure designed by Google to rank Web pages. Experiments confirm that the PageRank obeys a `power law' with the same exponent as the In-Degree. This p…
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
D. P. Kroese, W. R. W. Scheinhardt, P. G. Taylor
Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node ta…