We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rub...
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
We present a time–parallel technique for the fast generation of self–similar traffic which is suitable for performance studies of Asynchronous Transfer Mode (ATM) networks. Th...
Ioanis Nikolaidis, C. Anthony Cooper, Kalyan S. Pe...
To date, higher educational organizations are placed in a very high competitive environment. To remain competitive, one approach is to tackle the student and administration challen...
In this article, we investigate real-time estimation of flow states, average velocity and stage (water depth), in open channels using the measurements obtained from Lagrangian sens...