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2005 Journal Article Application of the cross-entropy method to the buffer allocation problem in a simulation-based environmentAlon, G., Kroese, D. P., Raviv, T. and Rubinstein, R. Y. (2005). Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment. Annals of Operations Research, 134 (1), 137-151. doi: 10.1007/s10479-005-5728-8 |
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2004 Journal Article Erratum: A generalised Markov sampler (Methodology and Computing in Applied Probability 6:1 (29-53))Keith, , Kroese, and Bryant, (2004). Erratum: A generalised Markov sampler (Methodology and Computing in Applied Probability 6:1 (29-53)). Methodology and Computing in Applied Probability, 6 (3). doi: 10.1023/B:MCAP.0000026605.65154.56 |
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2004 Journal Article A fast cross-entropy method for estimating buffer overflows in queuing networksDe Boer, P. T., Kroese, D. P. and Rubinstein, R. Y. (2004). A fast cross-entropy method for estimating buffer overflows in queuing networks. Management Science, 50 (7), 883-895. doi: 10.1287/mnsc.1030.0139 |
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2004 Journal Article A generalized Markov samplerKeith, Jonathan M., Kroese, Dirk P. and Bryant, Darryn (2004). A generalized Markov sampler. Methodology And Computing In Applied Probability, 6 (1), 29-53. doi: 10.1023/B:MCAP.0000012414.14405.15 |
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2004 Journal Article Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death processKroese, D. P., Scheinhardt, W. R. W. and Taylor, P. J. (2004). Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability, 14 (4), 2057-2089. doi: 10.1214/105051604000000477 |
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2003 Journal Article The tree cut and merge algorithm for estimation of network reliabilityHui, KP, Bean, N, Kraetzl, M and Kroese, D (2003). The tree cut and merge algorithm for estimation of network reliability. Probability In The Engineering And Informational Sciences, 17 (1), 23-45. doi: 10.1017/S0269964803171021 |
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2002 Journal Article On the importance function in splitting simulationGarvels, Marnix J. J., van Ommeren, Jan- Kees C. W. and Kroese, Dirk P. (2002). On the importance function in splitting simulation. European Transactions on Telecommunications, 13 (4), 363-371. doi: 10.1002/ett.4460130408 |
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2002 Journal Article A simulated annealing algorithm for finding consensus sequencesKeith, Jonathan M., Adams, Peter, Bryant, Darryn, Kroese, Dirk P., Mitchelson, Keith R., Cochran, Duncan A. E. and Lala, Gita H. (2002). A simulated annealing algorithm for finding consensus sequences. Bioinformatics, 18 (11), 1494-1499. doi: 10.1093/bioinformatics/18.11.1494 |
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2002 Journal Article Efficient simulation of a Tandem Jackson NetworkKroese, D. P. and Nicola, V. F. (2002). Efficient simulation of a Tandem Jackson Network. ACM Transactions on Modeling and Computer Simulation, 12 (2), 119-141. doi: 10.1145/566392.566395 |
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2001 Journal Article Joint distributions for interacting fluid queuesKroese, D. P. and Scheinhardt, W. R. W. (2001). Joint distributions for interacting fluid queues. Queueing Systems, 37 (1-3), 99-139. doi: 10.1023/A:1011044217695 |
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2000 Journal Article On the decay rates of buffers in continuous flow linesKroese, D. P. (2000). On the decay rates of buffers in continuous flow lines. Methodology and Computing in Applied Probability, 2 (4), 425-441. doi: 10.1023/A:1010066319278 |
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1999 Journal Article Efficient estimation of overflow probabilities in queues with breakdownsKroese, Dirk P. and Nicola, Victor F. (1999). Efficient estimation of overflow probabilities in queues with breakdowns. Performance Evaluation, 36-37, 471-484. doi: 10.1016/S0166-5316(99)00036-X |
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1998 Journal Article Efficient Simulation of Backlogs in Fluid Flow LinesKroese, Dirk P. and Nicola, Victor F. (1998). Efficient Simulation of Backlogs in Fluid Flow Lines. AEU-Archiv fur Elektronik und Ubertragungstechnik, 52 (3), 165-171. |
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1997 Journal Article Heavy traffic analysis for continuous polling modelsKroese, DP (1997). Heavy traffic analysis for continuous polling models. Journal of Applied Probability, 34 (3), 720-732. doi: 10.2307/3215097 |
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1996 Journal Article Light-traffic analysis for queues with spatially distributed arrivalsKroese, DP and Schmidt, V (1996). Light-traffic analysis for queues with spatially distributed arrivals. Mathematics of Operations Research, 21 (1), 135-157. doi: 10.1287/moor.21.1.135 |
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1994 Journal Article Single-Server Queues with Spatially Distributed ArrivalsKroese, DP and Schmidt, V (1994). Single-Server Queues with Spatially Distributed Arrivals. Queueing Systems, 17 (1-2), 317-345. doi: 10.1007/BF01158698 |
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1993 Journal Article Queueing systems on a circleKroese, Dirk and Schmidt, Volker (1993). Queueing systems on a circle. Zeitschrift fuer Operations Research, 37 (3), 303-331. doi: 10.1007/BF01415999 |
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1992 Journal Article Second-order asymptotics in level crossing for differences of renewal processesKroese, D. P. and Kallenberg, W. C.M. (1992). Second-order asymptotics in level crossing for differences of renewal processes. Stochastic Processes and their Applications, 40 (2), 309-323. doi: 10.1016/0304-4149(92)90016-J |
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1992 Journal Article The difference of two renewal processes: level crossing and the infimumKroese, D. P. (1992). The difference of two renewal processes: level crossing and the infimum. Stochastic Models, 8 (2), 221-243. doi: 10.1080/15326349208807222 |
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1992 Journal Article A continuous polling system with general service timesKroese, Dirk P. and Schmidt, Volker (1992). A continuous polling system with general service times. Annals of Applied Probability, 2 (4), 906-927. |
