Open AccessAnalysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
Author(s) -
José Blanchet,
Kevin Leder,
Yixi Shi
Publication year - 2011
Publication title -
stochastic systems
Language(s) - English
Resource type - Journals
ISSN - 1946-5238
DOI - 10.1287/11-ssy026
Subject(s) - bottleneck , estimator , event (particle physics) , function (biology) , mathematics , position (finance) , algorithm , rare events , statistics , computer science , physics , finance , quantum mechanics , evolutionary biology , economics , biology , embedded system
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