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Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
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J. Appl. Probab
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Bucklew, J.A.1
New, P.2
Sadowsky, J.S.3
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Large deviations and rare events in the study of stochastic algorithms
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M. Cottrell, J.-C. Fort, and G. Malgouyres, “Large deviations and rare events in the study of stochastic algorithms,” IEEE Trans. Automat. Contr., vol. AC-28, pp. 907–920, Sept. 1983.
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Cottrell, M.1
Fort, J.-C.2
Malgouyres, G.3
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Stochastic systems with small noise, analysis and simulation; a phase locked loop example
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June
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P. Dupuis and H. J. Kushner, “Stochastic systems with small noise, analysis and simulation; a phase locked loop example,” SIAM J. Appl. Math., vol. 47, pp. 643–661, June 1987.
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Dupuis, P.1
Kushner, H.J.2
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Large deviations for a general class of random vectors
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Ann. Probab
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Ellis, R.S.1
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On large deviations from the invariant measure
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Theory Probab. Appl
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Gartner, J.1
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Developments in the theory and application of importance sampling
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July
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P. M. Hahn and M. C. Jeruchim, “Developments in the theory and application of importance sampling,” IEEE Trans. Commun., vol. COM-35, pp. 706–714, July 1987.
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IEEE Trans. Commun
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Hahn, P.M.1
Jeruchim, M.C.2
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An experimental investigation of conventional and efficient importance sampling
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June
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M. J. Jeruchim, P. M. Hahn, K. P. Smyntek and R. T. Ray, “An experimental investigation of conventional and efficient importance sampling,” IEEE Trans. Commun., vol. 37, pp. 578–587, June 1989.
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IEEE Trans. Commun
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Jeruchim, M.J.1
Hahn, P.M.2
Smyntek, K.P.3
Ray, R.T.4
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10
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0023862779
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Improved importance sampling technique for efficient simulation of digital communications systems
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D. Lu and K. Yao, “Improved importance sampling technique for efficient simulation of digital communications systems,” IEEE J. Selected Areas Commun., pp. 67–75, 1988.
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IEEE J. Selected Areas Commun
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Lu, D.1
Yao, K.2
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A quick simulation method for excessive backlogs in networks of queues
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Jan.
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S. Parekh and J. Walrand, “A quick simulation method for excessive backlogs in networks of queues,” IEEE Trans. Automat. Contr., vol. 34, pp. 54–66, Jan. 1989.
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Parekh, S.1
Walrand, J.2
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13
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Dominating points and the asymptotics of large deviations for random walks on R‘V’
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P. Ney, “Dominating points and the asymptotics of large deviations for random walks on R‘V’ Ann. probab., vol. 11, pp. 158–167, 1983.
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Ney, P.1
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A new method for Viterbi decoder simulation using importance sampling to be published in IEEE Trans. Commun
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J. S. Sadowsky “A new method for Viterbi decoder simulation using importance sampling,” to be published in IEEE Trans. Commun.
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Sadowsky, J.S.1
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Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue to be published in IEEE Trans. Automat. Contr
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J. S. Sadowsky, “Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue,” to be published in IEEE Trans. Automat. Contr.
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Sadowsky, J.S.1
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17
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84939721081
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Direct sequence spread spectrum multiple access communications with random signature sequences: A large deviations analysis to be published in IEEE Trans. Inform Theory
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J. S. Sadowsky and R. K. Bahr, “Direct sequence spread spectrum multiple access communications with random signature sequences: A large deviations analysis,” to be published in IEEE Trans. Inform Theory.
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Sadowsky, J.S.1
Bahr, R.K.2
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18
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0000159985
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Importance sampling in the Monte Carlo study of sequential tests
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D. Siegmund “Importance sampling in the Monte Carlo study of sequential tests,” Ann. Statis., vol. 4, pp. 673–684, 1976.
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Siegmund, D.1
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84939740048
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Some comments on importance sampling
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Princeton Univ Princeton, NJ Mar.
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A. E. Wessel, E. B. Hall, and G. L. Wise, “Some comments on importance sampling,” in Proc. 1988 Conf. Inform. Sci. Syst., Princeton Univ., Princeton, NJ, Mar. 1988, pp. 325–329.
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Proc 1988 Conf. Inform. Sci. Syst
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Wessel, A.E.1
Hall, E.B.2
Wise, G.L.3
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