EEMCS EPrints Service
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2008
Zaburnenko, T.S.
(2008)
Efficient heuristics for simulating rare events in queuing networks.
PhD thesis, University of Twente.
CTIT Ph.D.-thesis series No. 08-111
ISBN 978-90-365-2622-7
Zaburnenko, T.S. and de Boer, P.T. and Haverkort, B.R.H.M.
(2008)
Extension of heuristics for simulating population overflow in Jackson tandem queuing networks to non-Markovian tandem queuing networks.
In: Proceedings of the seventh International Workshop on Rare Event Simulation, RESIM2008, 24-26 September 2008, Rennes, France.
pp. 165-168.
INRIA.
ISBN not assigned
2007
Debicki, K. and Dieker, A.B. and Rolski, T.
(2007)
Quasi-Product Forms for Lévy-Driven Fluid Networks.
Mathematics of operations research, 32 (3).
pp. 629-647.
ISSN 0364-765X
*** ISI Impact 1,145 ***
2006
Dieker, A.B.
(2006)
Applications of factorization embeddings for Lévy processes.
Advances in Applied Probability, 38 (3).
pp. 768-791.
ISSN 0001-8678
*** ISI Impact 0,720 ***
Dieker, A.B.
(2006)
Extremes and fluid queues.
PhD thesis, Universiteit van Amsterdam.
ISBN 90-5776-151-3
Dieker, A.B. and Lelarge, M.
(2006)
Tails for (max,plus) recursions under subexponentiality.
Queueing Systems, 53 (4).
pp. 213-230.
ISSN 0257-0130
*** ISI Impact 0,802 ***
Dieker, A.B. and Mandjes, M.R.H.
(2006)
Fast simulation of overflow probabilities in a queue with Gaussian input.
ACM Transactions on Modeling and Computer Simulation, 16 (2).
pp. 119-151.
ISSN 1049-3301
*** ISI Impact 0,543 ***
Dieker, A.B. and Mandjes, M.R.H.
(2006)
Efficient simulation of random walks exceeding a nonlinear boundary.
Stochastic Models, 22 (3).
pp. 459-481.
ISSN 1532-6349
*** ISI Impact 0,449 ***
Nicola, V.F. and Zaburnenko, T.S.
(2006)
Efficient Importance Sampling Heuristics for the Simulation of Population Overflow in Feed-Forward Queueing Networks.
In: Proceedings of the Sixth Rare-Event Simulation Workshop, RESIM2006, 8 - 10 October 2006, Bamberg, Germany.
pp. 144-152.
Otto-Friedrich University.
ISBN not assigned
Nicola, V.F. and Zaburnenko, T.S.
(2006)
Efficient Simulation of Population Overflow in Parallel Queues.
In: Proceedings of the 2006 Winter Simulation Conference, WSC'06, 3 - 6 December 2006, Monterey, California, USA.
pp. 398-405.
WSC.
ISBN 1424405017
Nicola, V.F. and Zaburnenko, T.S.
(2006)
Efficient Heuristics for the Simulation of Buffer Overflow in Series and Parallel Queueing Networks.
In: Proceedings of the First International Conference on Performance Evaluation Methodologies and Tools (VALUETOOLS'2006), 11-13 October 2006, Pisa, Italy.
37.
ACM International Conference Proceeding Series 180.
ACM Press.
ISBN 1-59593-504-5
Zaburnenko, T.S. and Nicola, V.F.
(2006)
Efficient Heuristics for Simulating Population Overflow in Parallel Networks.
In: The 2006 Russian-Scandinavian Symposium on Probability Theory and Applied Probability, 26-31 August 2006/, Petrozavodsk, Russia.
pp. 86-93.
ISBN not assigned
2005
Dieker, A.B.
(2005)
Conditional limit theorems for queues with Gaussian input, a weak convergence approach.
Stochastic processes and their applications, 115 (5).
pp. 849-873.
ISSN 0304-4149
*** ISI Impact 0,951 ***
Dieker, A.B.
(2005)
Extremes of Gaussian processes over an infinite horizon.
Stochastic processes and their applications, 115 (2).
pp. 207-248.
ISSN 0304-4149
*** ISI Impact 0,951 ***
Dieker, A.B.
(2005)
Reduced-load equivalence for queues with Gaussian input.
Queueing systems, 49 (3-4).
pp. 405-414.
ISSN 0257-0130
*** ISI Impact 0,802 ***
Dieker, A.B. and Mandjes, M.R.H.
(2005)
On asymptotically efficient simulation of large deviation probabilities.
Advances in applied probability, 37 (2).
pp. 539-552.
ISSN 0001-8678
*** ISI Impact 0,720 ***
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