Rare events: Asymptotics, Algorithms, Applications September 2015 - August 2020
Collection
Collection
-
Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise Book Chapter
B. Chen (Bohan), Carsten Chong and Claudia Klüppelberg
December 2015 -
A large deviation based splitting estimation of power flow reliability Article
ACM Transactions on Modeling and Computer Simulation, 26(4)W.S. Wadman (Wander), D.T. Crommelin (Daan) and A.P. Zwart (Bert)
May 2016 -
Minimizing heat loss in DC networks using batteries In Proceedings
September 2016 -
The asymptotic hazard rate of sums of discrete random variables Article
Statistics and Probability Letters, 171-173.J.J. Arts (Joachim), G.J.J.A.N. van Houtum (Geert-Jan) and A.P. Zwart (Bert)
June 2017 -
Achievable performance of blind policies in heavy traffic Article
Mathematics of Operations Research, 43(3), 949-964.N. Bansal (Nikhil), B. Kamphorst (Bart) and A.P. Zwart (Bert)
March 2018
-
Robust heavy-traffic approximations for service systems facing overdispersed demand Article
Queueing Systems, 257-289.B. Mathijsen (Britt), A.J.E.M. Janssen, J.S.H. van Leeuwaarden (Johan) and A.P. Zwart (Bert)
May 2018
-
Fluid flow models in performance analysis Article
Computer Communications, 22-25.October 2018 -
Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes Article
Mathematics of Operations Research, 44(3), 919-942.B. Chen (Bohan), J. Blanchet (Jose), C.H. Rhee (Chang-Han) and A.P. Zwart (Bert)
May 2019