Perwez Shahabuddin

49 papers A* 2Misc 19Journal 20Unranked 7
YearRankTypeTitle / Venue / Authors
2010 Misc conf
Balanced stream assignment for service facility.
HiPC
Rahul Garg, Perwez Shahabuddin, Akshat Verma
2008 J jnl
Fast Simulation of Multifactor Portfolio Credit Risk.
Oper. Res.
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
2007 J jnl
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables.
ACM Trans. Model. Comput. Simul.
Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin
2007 J jnl
Exploiting regenerative structure to estimate finite time averages via simulation.
ACM Trans. Model. Comput. Simul.
Wanmo Kang, Perwez Shahabuddin, Ward Whitt
2007 Misc conf
Varaince reduction in mean time to failure simulations (1988).
WSC
Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
2006 — ch.
Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances.
Simulation
Sandeep Juneja, Perwez Shahabuddin
2005 Misc conf
Fast simulation for multifactor portfolio credit risk in the
WSC
Wanmo Kang, Perwez Shahabuddin
2004 Misc conf
A Unified Approach for Finite-Dimensional, Rare-Event Monte Carlo Simulation.
WSC
Zhi Huang, Perwez Shahabuddin
2003 Misc conf
New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk.
WSC
Zhi Huang, Perwez Shahabuddin
2002 J jnl
Simulating heavy tailed processes using delayed hazard rate twisting.
ACM Trans. Model. Comput. Simul.
Sandeep Juneja, Perwez Shahabuddin
2001 J jnl
A statistical approach to predictive detection.
Comput. Networks
Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin
2001 J jnl
Fast Simulation of Markov Chains with Small Transition Probabilities.
Manag. Sci.
Sandeep Juneja, Perwez Shahabuddin
2001 J jnl
Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract).
SIGMETRICS Perform. Evaluation Rev.
Nam Kyoo Boots, Perwez Shahabuddin
2001 J jnl
Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies.
IEEE Trans. Reliab.
Sandeep Juneja, Perwez Shahabuddin
2001 Misc conf
Statistical tools for simulation design and analysis: simulating ruin probabilities in insurance risk processes with subexponential claims.
WSC
Nam Kyoo Boots, Perwez Shahabuddin
2001 J jnl
Techniques for fast simulation of models of highly dependable systems.
IEEE Trans. Reliab.
Victor F. Nicola, Perwez Shahabuddin, Marvin K. Nakayama
2000 Misc conf
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions.
WSC
Nam Kyoo Boots, Perwez Shahabuddin
2000 — conf
Value-at-risk with heavy-tailed risk factors.
CIFEr
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
2000 Misc conf
Variance reduction techniques for value-at-risk with heavy-tailed risk factors.
WSC
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
1999 — conf
An Approach to Predictive Detection for Service Management.
Integrated Network Management
Joseph L. Hellerstein, Fan Bang, Perwez Shahabuddin
1999 J jnl
Multilevel Splitting for Estimating Rare Event Probabilities.
Oper. Res.
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic
1999 J jnl
Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract).
SIGMETRICS Perform. Evaluation Rev.
Sandeep Juneja, Perwez Shahabuddin
1999 Misc conf
Simulating heavy tailed processes using delayed hazard rate twisting.
WSC
Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra
1999 Misc conf
Stratification issues in estimating value-at-risk.
WSC
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
1998 J jnl
A large deviations perspective on the efficiency of multilevel splitting.
IEEE Trans. Autom. Control.
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic
1998 — conf
Characterizing Normal Operation of a Web Server: Application to Workload Forecasting and Problem Determination.
Int. CMG Conference
Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin
1998 Misc conf
Gaussian Importance Sampling and Stratification: Computational Issues.
WSC
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
1997 J jnl
Approximating dependability measures of computer networks an FDDI case study.
IEEE/ACM Trans. Netw.
Marc Willebeek-LeMair, Perwez Shahabuddin
1996 J jnl
Dynamic Batching Policies for an On-Demand Video Server.
Multim. Syst.
Asit Dan, Dinkar Sitaram, Perwez Shahabuddin
1996 Misc conf
Splitting for Rare Event Simulation: Analysis of Simple Cases.
WSC
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic
1995 J jnl
Channel Allocation under Batching and VCR Control in Video-on-Demand Systems.
J. Parallel Distributed Comput.
Asit Dan, Perwez Shahabuddin, Dinkar Sitaram, Donald F. Towsley
1995 J jnl
Fast Simulation of Packet Loss Rates in a Shared Buffer Communications Switch.
ACM Trans. Model. Comput. Simul.
Cheng-Shang Chang, Philip Heidelberger, Perwez Shahabuddin
1995 Misc conf
Rare Event Simulation in Stochastic Models.
WSC
Perwez Shahabuddin
1994 A* conf
Approximating Dependability Measures of FDDI Networks.
INFOCOM
Marc Willebeek-LeMair, Perwez Shahabuddin
1994 J jnl
Bounded Relative Error in Estimating Transient Measures of Highly Dependable Non-Markovian Systems.
ACM Trans. Model. Comput. Simul.
Philip Heidelberger, Perwez Shahabuddin, Victor F. Nicola
1994 J jnl
Effective Bandwidth and Fast Simulation of ATM Intree Networks.
Perform. Evaluation
Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin
1994 J jnl
Fast Transient Simulation of Markovian Models of Highly Dependable Systems.
Perform. Evaluation
Perwez Shahabuddin
1994 Misc conf
Fast simulation of packet loss rates in communication networks with priorities.
WSC
Perwez Shahabuddin
1994 — conf
Modeling and Analysis of System Dependability Using the System Availability Estimator.
FTCS
Alvin M. Blum, Ambuj Goyal, Philip Heidelberger, Stephen S. Lavenberg, Marvin K. Nakayama, Perwez Shahabuddin
1994 A* conf
Scheduling Policies for an On-Demand Video Server with Batching.
ACM Multimedia
Asit Dan, Dinkar Sitaram, Perwez Shahabuddin
1993 Misc conf
Efficient estimation of the mean time between failures in non-regenerative dependability models.
WSC
Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin
1993 Misc conf
Estimation of reliability and its derivatives for large time horizons in Markovian systems.
WSC
Perwez Shahabuddin, Marvin K. Nakayama
1993 — conf
Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems.
FTCS
Victor F. Nicola, Perwez Shahabuddin, Philip Heidelberger, Peter W. Glynn
1992 J jnl
A Unified Framework for Simulating Markovian Models of Highly Dependable Systems.
IEEE Trans. Computers
Ambuj Goyal, Perwez Shahabuddin, Philip Heidelberger, Victor F. Nicola, Peter W. Glynn
1992 — conf
Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies.
FTCS
Sandeep Juneja, Perwez Shahabuddin
1992 Misc conf
Simultaneous and Efficient Simulation of Highly Dependable Systems with Different Underlying Distributions.
WSC
Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin
1992 — conf
Uniformization and Exponential Transformation: Techniques for Fast Simulation of Highly Dependable Non-Markovian Systems.
FTCS
Victor F. Nicola, Philip Heidelberger, Perwez Shahabuddin
1988 Misc conf
Variance reduction in mean time to failure simulations.
WSC
Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
1987 Misc conf
Measure specific dynamic importance sampling for availability simulations.
WSC
Ambuj Goyal, Philip Heidelberger, Perwez Shahabuddin