Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times von Bazhba, Mihail, Blanchet, Jose, Rhee, Chang-Han, Zwart, Bert

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Unbiased Estimation with Square Root Convergence for SDE Models von Rhee, Chang-Han, Glynn, Peter W.

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Importance sampling of heavy-tailed iterated random functions von Chen, Bohan, Rhee, Chang-Han, Zwart, Bert

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SAMPLE PATH LARGE DEVIATIONS FOR LÉVY PROCESSES AND RANDOM WALKS WITH REGULARLY VARYING INCREMENTS von Rhee, Chang-Han, Blanchet, Jose, Zwart, Bert

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Exact estimation for Markov chain equilibrium expectations von Glynn, Peter W., Rhee, Chang-Han

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A new approach to unbiased estimation for SDE's von Chang-han Rhee, Glynn, P. W.

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Sample-path large deviations for a class of heavy-tailed Markov-additive processes von Chen, Bohan, Rhee, Chang-Han, Zwart, Bert

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Large deviations for stochastic fluid networks with Weibullian tails von Bazhba, Mihail, Rhee, Chang-Han, Zwart, Bert

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Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes von Chen, Bohan, Blanchet, Jose, Rhee, Chang-Han, Zwart, Bert

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Lyapunov Conditions for Differentiability of Markov Chain Expectations von Rhee, Chang-Han, Glynn, Peter W.

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SAMPLE PATH LARGE DEVIATIONS FOR LÉVY PROCESSES AND RANDOM WALKS WITH WEIBULL INCREMENTS von Bazhba, Mihail, Blanchet, Jose, Rhee, Chang-Han, Zwart, Bert

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Exact estimation for Markov chain equilibrium expectations von Glynn, Peter W., Rhee, Chang-Han

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Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk von Bazhba, Mihail, Blanchet, Jose, Rhee, Chang-Han, Zwart, Bert

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Sample-Path Large Deviations for L\'evy Processes and Random Walks with Lognormal Increments von Su, Zhe, Rhee, Chang-Han

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Strongly Efficient Rare-Event Simulation for Regularly Varying L\'evy Processes with Infinite Activities von Wang, Xingyu, Rhee, Chang-Han

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Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems von Wang, Xingyu, Rhee, Chang-Han

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Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems von Wang, Xingyu, Chang-Han, Rhee

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Sample-Path Large Deviations for Lévy Processes and Random Walks with Lognormal Increments von Su, Zhe, Chang-Han, Rhee

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Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities von Wang, Xingyu, Chang-Han, Rhee

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Large deviations for stochastic fluid networks with Weibullian tails von Bazhba, Mihail, Rhee, Chang-Han, Zwart, Bert

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