Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract)

• Authors:

• Sandeep Juneja;Perwez Shahabuddin

• Affiliations:

• Dept. of Mechanical Engg., Indian Institute of Technology, Hauz Khas, Delhi 110016, India;Dept. of Industrial Engg., & Operations Research, Columbia University, New York, NY

• Venue:
• ACM SIGMETRICS Performance Evaluation Review
• Year:
• 1999