| Fast Simulation of Multifactor Portfolio Credit Risk | 16 | 1.42 | 2008 |
| Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables | 12 | 1.55 | 2007 |
| Exploiting regenerative structure to estimate finite time averages via simulation | 1 | 0.35 | 2007 |
| Varaince reduction in mean time to failure simulations (1988) | 4 | 0.53 | 2007 |
| Fast simulation for multifactor portfolio credit risk in the t-copula model | 3 | 0.54 | 2005 |
| A unified approach for finite-dimensional, rare-event Monte Carlo simulation | 4 | 0.64 | 2004 |
| New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk | 4 | 0.52 | 2003 |
| Simulating heavy tailed processes using delayed hazard rate twisting | 46 | 10.50 | 2002 |
| Techniques for fast simulation of models of highly dependable systems. | 28 | 2.95 | 2001 |
| Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies | 11 | 0.94 | 2001 |
| Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract) | 2 | 0.52 | 2001 |
| Fast Simulation of Markov Chains with Small Transition Probabilities. | 22 | 2.62 | 2001 |
| Statistical tools for simulation design and analysis: simulating ruin probabilities in insurance risk processes with subexponential claims | 2 | 0.47 | 2001 |
| A statistical approach to predictive detection | 55 | 4.16 | 2001 |
| Variance reduction techniques for value-at-risk with heavy-tailed risk factors | 5 | 0.59 | 2000 |
| Value-at-risk with heavy-tailed risk factors | 0 | 0.34 | 2000 |
| Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions | 6 | 1.17 | 2000 |
| An approach to predictive detection for service management | 31 | 5.24 | 1999 |
| Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract) | 0 | 0.34 | 1999 |
| Stratification issues in estimating value-at-risk | 0 | 0.34 | 1999 |
| Characterizing Normal Operation of a Web Server: Application to Workload Forecasting and Problem Determination | 6 | 0.68 | 1998 |
| A large deviations perspective on the efficiency of multilevel splitting | 25 | 2.76 | 1998 |
| Gaussian importance sampling and stratification: computational issues | 2 | 0.50 | 1998 |
| Approximating dependability measures of computer networks: an FDDI case study | 4 | 0.61 | 1997 |
| Dynamic batching policies for an on-demand video server | 255 | 18.06 | 1996 |
| Splitting for rare event simulation: analysis of simple cases | 28 | 3.13 | 1996 |
| Channel allocation under batching and VCR control in video-on-demand systems | 78 | 10.48 | 1995 |
| Fast simulation of packet loss rates in a shared buffer communications switch | 19 | 3.01 | 1995 |
| Rare event simulation in stochastic models | 16 | 2.08 | 1995 |
| Fast transient simulation of Markovian models of highly dependable systems | 18 | 2.28 | 1994 |
| Effective bandwidth and fast simulation of ATM intree networks | 67 | 12.29 | 1994 |
| Fast simulation of packet loss rates in communication networks with priorities | 3 | 0.90 | 1994 |
| Approximating dependability measures of FDDI networks | 1 | 0.36 | 1994 |
| Bounded relative error in estimating transient measures of highly dependable non-Markovian systems | 21 | 2.63 | 1994 |
| Scheduling policies for an on-demand video server with batching | 330 | 43.86 | 1994 |
| Modeling and analysis of system dependability using the System Availability Estimator | 15 | 1.21 | 1994 |
| Fast Simulation Of Steady-State Availability In Non-Markovian Highly Dependable Systems | 20 | 3.97 | 1993 |
| Efficient estimation of the mean time between failures in non-regenerative dependability models | 10 | 1.94 | 1993 |
| Estimation of reliability and its derivatives for large time horizons in Markovian systems | 6 | 1.40 | 1993 |
| A unified framework for simulating Markovian models of highly dependable systems | 105 | 14.50 | 1992 |
| Uniformization and exponential transformation: Techniques for fast simulation of highly dependable non-Markovian systems | 14 | 3.55 | 1992 |
| Simultaneous and efficient simulation of highly dependable systems with different underlying distributions | 8 | 2.10 | 1992 |
| Fast simulation of Markovian reliability/availability models with general repair policies | 16 | 3.09 | 1992 |
| Variance reduction in mean time to failure simulations | 18 | 4.28 | 1988 |
| Measure specific dynamic importance sampling for availability simulations | 27 | 6.28 | 1987 |
