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SUMMARY:Efficient important sampling for a feed-forward network - Setayesh
 gar\, L\, Wang\, H (Brown)
DTSTART:20100622T131500Z
DTEND:20100622T140500Z
UID:TALK25320@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We consider a feedforward network with a single server station
  serving two classes of jobs\, where one\nclass of jobs has preemptive pri
 ority over the other. The rare event of interest is total population overf
 low. We rigorously identify the large deviation rate of the rare event pro
 babilities and construct piecewise constant\, asymptotically optimal impor
 tance sampling schemes.
LOCATION:Seminar Room 1\, Newton Institute
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