Browsing All of EconStor by Author Ridder, Ad
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2004 | Large Deviations without Principle: Join the Shortest Queue | Ridder, Ad; Shwartz, Adam |
2004 | Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy | Ridder, Ad |
2005 | Large Deviations Methods and the Join-the-Shortest-Queue Model | Ridder, Ad; Shwartz, Adam |
2009 | The Cross-Entropy Method With Patching For Rare-Event Simulation Of Large Markov Chains | Kaynar, Bahar; Ridder, Ad |
2010 | Approximate Results for a Generalized Secretary Problem | Dietz, Chris; van der Laan, Dinard; Ridder, Ad |
2010 | Finite-State Markov Chains obey Benford's Law | Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad |
2011 | Counting with Combined Splitting and Capture-Recapture Methods | Dupuis, Paul; Kaynar, Bahar; Ridder, Ad; Rubinstein, Reuven; Vaisman, Radislav |
2012 | Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques | Ridder, Ad; Tuffin, Bruno |
2013 | Sequential Monte Carlo for Counting Vertex Covers in General Graphs | Vaisman, Radislav; Botev, Zdravko; Ridder, Ad |
2013 | Semiparametric Cross Entropy for Rare-Event Simulation | Botev, Zdravko; Ridder, Ad; Rojas-Nandayapa, Leonardo |
2015 | Tail Distribution of the Maximum of Correlated Gaussian Random Variables | Botev, Zdravko; Mandjes, Michel; Ridder, Ad |