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20052018
most citedSpectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

75 citations · 78 across the 2 of their papers we have counts for

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Showing 2018 · math.PRShow all

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math.PR2018

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.…