Karthyek R. A. Murthy, Sandeep Juneja, Jose Blanchet. Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. In Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013. pages 564-576, IEEE, 2013. [doi]
@inproceedings{MurthyJB13,
title = {Optimal rare event Monte Carlo for Markov modulated regularly varying random walks},
author = {Karthyek R. A. Murthy and Sandeep Juneja and Jose Blanchet},
year = {2013},
doi = {10.1109/WSC.2013.6721451},
url = {http://dx.doi.org/10.1109/WSC.2013.6721451},
researchr = {https://researchr.org/publication/MurthyJB13},
cites = {0},
citedby = {0},
pages = {564-576},
booktitle = {Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013},
publisher = {IEEE},
}