We develop a methodology for studying “large deviations type” questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a large class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals...

This discussion paper resulted in a publication in <Stochastic Models</I> (2012). Volume 28(3), pages 478-502.<P> We apply the splitting method to three well-known counting problems, namely 3-SAT, random graphs with prescribed degrees, and binary contingency tables. We present an enhanced version of the splitting method...</p></stochastic>

This discussion paper resulted in a publication in <A href="http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=8239378&fulltextType=RA&fileId=S026996481000032X">'Probability in the Engineering and Informational Sciences'</A>, 25(2), 157-69.<p>A version of the classical secretary problem is studied, in which one is interested in selecting one of the <I>b</I> best out of a group of <I>n</I> differently ranked persons who are...</i></i></p></a>

This discussion paper resulted in a publication in the <I>Annals of Operations Research </I> (2005). Volume 134, issue 1, pages 119-136.<P> This paper reports simulation experiments, applying the cross entropy method such as the importance sampling algorithm for efficient estimation of rare event...</p></i>

We develop a methodology for studying "large deviations type" questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...