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Fast Simulation of Markov Chains with Small Transition Probabilities
Juneja, Sandeep, (2001)
Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Subexponentail Distributions
Boots, Nam Kyoo, (2001)
Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes
Nakayama, Marvin K., (1998)