2007 | ||
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3 | EE | Jose H. Blanchet, Jingchen Liu: Path-sampling for state-dependent importance sampling. Winter Simulation Conference 2007: 380-388 |
2 | EE | Jose H. Blanchet, Jingchen Liu: Rare-event simulation for a multidimensional random walk with t distributed increments. Winter Simulation Conference 2007: 395-402 |
2006 | ||
1 | EE | Jose H. Blanchet, Jingchen Liu: Efficient simulation for large deviation probabilities of sums of heavy-tailed increments. Winter Simulation Conference 2006: 757-764 |
1 | Jingchen Liu | [1] [2] [3] |