4. Mathematics
  5. Probability

Jose Blanchet

Mathematics – Probability

Scientist

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Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks

Mathematics – Probability
Scientific paper

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Characterizing Optimal Sampling of Binary Contingency Tables via the Configuration Model

Mathematics – Probability
Scientific paper

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Complete corrected diffusion approximations for the maximum of a random walk

Mathematics – Probability
Scientific paper

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Corrections to the Central Limit Theorem for Heavy-Tailed Probability Densities

Mathematics – Probability
Scientific paper

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Efficient Rare-event Simulation for Perpetuities

Mathematics – Probability
Scientific paper

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