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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]

The following publications are possibly variants of this publication:

Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson ProcessesBohan Chen, Jose H. Blanchet, Chang-han Rhee, Bert Zwart. mor, 44(3):919-942, 2019. [doi]

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