226 results in 65Cxx
Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 699-712
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- September 2011
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A comparison of cross-entropy and variance minimization strategies
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 183-194
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- August 2011
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Exact simulation of the stationary distribution of the FIFO M/G/c queue
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 209-213
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- August 2011
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On exact sampling of stochastic perpetuities
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 165-182
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- August 2011
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Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 467-489
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- June 2011
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Exact Monte Carlo simulation for fork-join networks
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 484-503
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- June 2011
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Approximation of bounds on mixed-level orthogonal arrays
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 399-421
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- June 2011
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Conditional sampling for spectrally discrete max-stable random fields
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 461-483
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- June 2011
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Large deviations for a feed-forward network
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 545-571
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- June 2011
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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 217-237
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- March 2011
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A Markov Chain Analysis of Genetic Algorithms: Large Deviation Principle Approach
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 967-975
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- December 2010
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Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model
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- LMS Journal of Computation and Mathematics / Volume 13 / January 2010
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- 01 July 2010, pp. 208-221
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Geometric Convergence of Genetic Algorithms Under Tempered Random Restart
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 960-974
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- December 2009
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Likelihood-based inference for Matérn type-III repulsive point processes
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 958-977
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- December 2009
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Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 938-959
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- December 2009
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ADVANCES IN CROSS-ENTROPY METHODS
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- Bulletin of the Australian Mathematical Society / Volume 80 / Issue 3 / December 2009
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- 02 October 2009, pp. 521-522
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- December 2009
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Importance Sampling for Failure Probabilities in Computing and Data Transmission
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
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- 14 July 2016, pp. 768-790
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- September 2009
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Fixed Precision MCMC Estimation by Median of Products of Averages
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 309-329
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- June 2009
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A discrete-time approximation for doubly reflected BSDEs
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 101-130
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- March 2009
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Monte Carlo methods for backward equations in nonlinear filtering
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 63-100
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- March 2009
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