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Numerical Bounds for Semi-Markovian Quantities and Application to Reliability Sophie Mercier OriginalPaper 03 July 2007 Pages: 179 - 198
Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation Reiichiro Kawai OriginalPaper 17 August 2007 Pages: 199 - 223
On the Ruin Problem in a Markov-Modulated Risk Model Xin Zhang OriginalPaper 04 October 2007 Pages: 225 - 238
Quasi-Monte Carlo for Highly Structured Generalised Response Models F. Y. KuoW. T. M. DunsmuirR. S. Womersley OriginalPaper 04 October 2007 Pages: 239 - 275
Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target Densities Peter NealGareth Roberts OriginalPaper 04 October 2007 Pages: 277 - 297
Small and Large Scale Asymptotics of some Lévy Stochastic Integrals Vladas PipirasMurad S. Taqqu OriginalPaper 16 November 2007 Pages: 299 - 314