Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes. (English) Zbl 07195280 Math. Oper. Res. 44, No. 3, 919-942 (2019). MSC: 65C05 60F10 60G51 60G70 60G50 60K25 PDFBibTeX XMLCite \textit{B. Chen} et al., Math. Oper. Res. 44, No. 3, 919--942 (2019; Zbl 07195280) Full Text: DOI arXiv Link
Jelenkovic, Predrag R.; Tan, Jian Modulated branching processes, origins of power laws, and queueing duality. (English) Zbl 1221.60120 Math. Oper. Res. 35, No. 4, 807-829 (2010). MSC: 60J80 60G10 60J85 60K25 PDFBibTeX XMLCite \textit{P. R. Jelenkovic} and \textit{J. Tan}, Math. Oper. Res. 35, No. 4, 807--829 (2010; Zbl 1221.60120) Full Text: DOI arXiv
Miyazawa, Masakiyo Tail decay rates in double QBD processes and related reflected random walks. (English) Zbl 1213.60151 Math. Oper. Res. 34, No. 3, 547-575 (2009). MSC: 60K25 90B25 60F10 60J80 PDFBibTeX XMLCite \textit{M. Miyazawa}, Math. Oper. Res. 34, No. 3, 547--575 (2009; Zbl 1213.60151) Full Text: DOI Link