Estimation of reliability and its derivatives for large time Horizons in Markovian systems
- Perwez Shahabuddin
- Marvin K. Nakayama
- 1993
- WSC 1993
Publications
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27 results for Perwez Shahabuddin
Estimation of reliability and its derivatives for large time horizons in Markovian systems
- P. Shahabuddin
- Marvin K. Nakayama
- 1992
- WSC 1992
Fast simulation of steady-state availability in non-Markovian highly dependable systems
- Victor Nicola
- P. Shahabuddin
- et al.
- 1993
- FTCS 1993
Uniformization and exponential transformation: Techniques for fast simulation of highly dependable non-Markovian systems
- Victor Nicola
- P. Heidelberger
- et al.
- 1992
- FTCS 1992
Fast simulation of Markovian reliability/availability models with general repair policies
- S. Juneja
- P. Shahabuddin
- 1992
- FTCS 1992
Fast Simulation of Packet Loss Rates in a Shared Buffer Communications Switch
- Cheng-Shang Chang
- Philip Heidelberger
- et al.
- 1995
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
Portfolio value-at-risk with heavy-tailed risk factors
- Paul Glasserman
- Philip Heidelberger
- et al.
- 2003
- Mathematical Finance
Statistical approach to predictive detection
- Joseph L. Hellerstein
- Fan Zhang
- et al.
- 2001
- Computer Networks
Importance sampling in the heath-jarrow-morton framework
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Journal of Derivatives
Multilevel splitting for estimating rare event probabilities
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Operations Research