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Tim Zajic
Information about the author Tim Zajic will soon be added to the site.
Found
3 papers
in total
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Multilevel splitting for estimating rare event probabilities
1999
We analyze the performance of a splitting technique for the estimation of rare event...
Large deviations, moderate deviations, and queues with long-range dependent input
1999
Long-range dependence has been recently asserted to be an important characteristic in...
Rough asymptotics for tandem non-homogeneous M/G/∞ queues via Poissonized empirical processes
1998
We obtain a large deviations principle and moderate deviations principle for the joint...
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