FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2152893253> ?p ?o ?g. }

• W2152893253 endingPage "912" @default.
• W2152893253 startingPage "900" @default.
• W2152893253 abstract "The method of importance sampling is widely used for efficient rare-event simulation of stochastic systems. This method involves simulating the system under a new distribution that accentuates the probability along the most likely paths to the rare event. Traditionally, insights from large deviations theory are used to identify the distribution emphasizing these most likely paths. In this paper we develop an intuitive cyclic approach for selecting such a distribution. The key idea is to select a distribution under which the event of interest is no longer rare and the probability of occurrence of a cycle in any sample path remains equal to the original probability of that cycle. We show that only an exponentially twisted distribution can satisfy this equiprobable cycle condition. Using this approach we provide an elementary derivation of the asymptotically optimal change of measure for level crossing probability for Markov-additive processes. To demonstrate its ease of use for more complex stochastic systems, we apply it to determine the asymptotically optimal change of measure for estimating buffer overflow probability of a single-server queue subject to server interruptions." @default.
• W2152893253 created "2016-06-24" @default.
• W2152893253 creator A5076580109 @default.
• W2152893253 date "2001-12-01" @default.
• W2152893253 modified "2023-10-16" @default.
• W2152893253 title "Importance Sampling and the Cyclic Approach" @default.
• W2152893253 cites W1974469893 @default.
• W2152893253 cites W1977691343 @default.
• W2152893253 cites W2013985701 @default.
• W2152893253 cites W2017015021 @default.
• W2152893253 cites W2017036530 @default.
• W2152893253 cites W2035191334 @default.
• W2152893253 cites W2039871869 @default.
• W2152893253 cites W2051155093 @default.
• W2152893253 cites W2051800258 @default.
• W2152893253 cites W2056551379 @default.
• W2152893253 cites W2061071876 @default.
• W2152893253 cites W2062684080 @default.
• W2152893253 cites W2063890518 @default.
• W2152893253 cites W2070057864 @default.
• W2152893253 cites W2093401788 @default.
• W2152893253 cites W2100757903 @default.
• W2152893253 cites W2109380050 @default.
• W2152893253 cites W2146416787 @default.
• W2152893253 cites W2149091841 @default.
• W2152893253 cites W2314417187 @default.
• W2152893253 cites W3009161100 @default.
• W2152893253 cites W4256465461 @default.
• W2152893253 doi "https://doi.org/10.1287/opre.49.6.900.10016" @default.
• W2152893253 hasPublicationYear "2001" @default.
• W2152893253 type Work @default.
• W2152893253 sameAs 2152893253 @default.
• W2152893253 citedByCount "15" @default.
• W2152893253 countsByYear W21528932532018 @default.
• W2152893253 crossrefType "journal-article" @default.
• W2152893253 hasAuthorship W2152893253A5076580109 @default.
• W2152893253 hasConcept C105795698 @default.
• W2152893253 hasConcept C106131492 @default.
• W2152893253 hasConcept C121332964 @default.
• W2152893253 hasConcept C124101348 @default.
• W2152893253 hasConcept C126255220 @default.
• W2152893253 hasConcept C140779682 @default.
• W2152893253 hasConcept C149441793 @default.
• W2152893253 hasConcept C159886148 @default.
• W2152893253 hasConcept C160403385 @default.
• W2152893253 hasConcept C181789720 @default.
• W2152893253 hasConcept C19499675 @default.
• W2152893253 hasConcept C199360897 @default.
• W2152893253 hasConcept C21031990 @default.
• W2152893253 hasConcept C2777317252 @default.
• W2152893253 hasConcept C2779662365 @default.
• W2152893253 hasConcept C2780009758 @default.
• W2152893253 hasConcept C31972630 @default.
• W2152893253 hasConcept C33923547 @default.
• W2152893253 hasConcept C41008148 @default.
• W2152893253 hasConcept C52740198 @default.
• W2152893253 hasConcept C62520636 @default.
• W2152893253 hasConcept C98763669 @default.
• W2152893253 hasConceptScore W2152893253C105795698 @default.
• W2152893253 hasConceptScore W2152893253C106131492 @default.
• W2152893253 hasConceptScore W2152893253C121332964 @default.
• W2152893253 hasConceptScore W2152893253C124101348 @default.
• W2152893253 hasConceptScore W2152893253C126255220 @default.
• W2152893253 hasConceptScore W2152893253C140779682 @default.
• W2152893253 hasConceptScore W2152893253C149441793 @default.
• W2152893253 hasConceptScore W2152893253C159886148 @default.
• W2152893253 hasConceptScore W2152893253C160403385 @default.
• W2152893253 hasConceptScore W2152893253C181789720 @default.
• W2152893253 hasConceptScore W2152893253C19499675 @default.
• W2152893253 hasConceptScore W2152893253C199360897 @default.
• W2152893253 hasConceptScore W2152893253C21031990 @default.
• W2152893253 hasConceptScore W2152893253C2777317252 @default.
• W2152893253 hasConceptScore W2152893253C2779662365 @default.
• W2152893253 hasConceptScore W2152893253C2780009758 @default.
• W2152893253 hasConceptScore W2152893253C31972630 @default.
• W2152893253 hasConceptScore W2152893253C33923547 @default.
• W2152893253 hasConceptScore W2152893253C41008148 @default.
• W2152893253 hasConceptScore W2152893253C52740198 @default.
• W2152893253 hasConceptScore W2152893253C62520636 @default.
• W2152893253 hasConceptScore W2152893253C98763669 @default.
• W2152893253 hasIssue "6" @default.
• W2152893253 hasLocation W21528932531 @default.
• W2152893253 hasOpenAccess W2152893253 @default.
• W2152893253 hasPrimaryLocation W21528932531 @default.
• W2152893253 hasRelatedWork W2007981135 @default.
• W2152893253 hasRelatedWork W2076780278 @default.
• W2152893253 hasRelatedWork W2122865681 @default.
• W2152893253 hasRelatedWork W2146416787 @default.
• W2152893253 hasRelatedWork W2152893253 @default.
• W2152893253 hasRelatedWork W2362249705 @default.
• W2152893253 hasRelatedWork W2951352550 @default.
• W2152893253 hasRelatedWork W3215346238 @default.
• W2152893253 hasRelatedWork W4299072659 @default.
• W2152893253 hasRelatedWork W2162928643 @default.
• W2152893253 hasVolume "49" @default.
• W2152893253 isParatext "false" @default.
• W2152893253 isRetracted "false" @default.
• W2152893253 magId "2152893253" @default.

• next