Nakayama Marvin K.

Marvin K. Nakayama

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Found 10 papers in total
Permuted derivative and importance-sampling estimators for regenerative simulations
Permuted derivative and importance-sampling estimators for regenerative simulations
2004
In a previous paper we introduced a new variance-reduction technique for regenerative...
Central limit theorems for permuted regenerative estimators
Central limit theorems for permuted regenerative estimators
2000
We prove strong laws of large numbers and central limit theorems for some permuted...
Multiple comparisons with the best using common random numbers for steady-state simulations
Multiple comparisons with the best using common random numbers for steady-state simulations
2000
Suppose that there are k ⩾ 2 different systems (i.e., stochastic processes), where...
A sampling procedure to estimate risk probabilities in access-control security systems
A sampling procedure to estimate risk probabilities in access-control security systems
2000
Access-control security systems found in airports typically involve sophisticated...
Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes
Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes
1998
This paper investigates the likelihood ratio method for estimating derivatives of...
On derivative estimation of the mean time to failure in simulations of highly reliable Markovian systems
On derivative estimation of the mean time to failure in simulations of highly reliable Markovian systems
1998
The mean time to failure (MTTF) of a Markovian system can be expressed as a ratio of...
General conditions for bounded relative error in simulations of highly reliable Markovian systems
General conditions for bounded relative error in simulations of highly reliable Markovian systems
1996
The paper establishes a necessary condition for any importance sampling scheme to give...
Asymptotics of likelihood ratio derivative estimators in simulations of highly reliable Markovian systems
Asymptotics of likelihood ratio derivative estimators in simulations of highly reliable Markovian systems
1995
This paper discusses the estimation of derivatives of a performance measure using the...
Two-stage stopping procedures based on standardized time series
Two-stage stopping procedures based on standardized time series
1994
The paper proposes some new two-stage stopping procedures to construct absolute-width...
Likelihood ratio sensitivity analysis for Markovian models of highly dependable systems
Likelihood ratio sensitivity analysis for Markovian models of highly dependable systems
1994
This paper discusses the application of the likelihood ratio gradient estimator to...
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