Perwez Shahabuddin

According to our database, Perwez Shahabuddin authored at least 49 papers between 1987 and 2010.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2010

Balanced stream assignment for service facility.

Rahul Garg, Perwez Shahabuddin, Akshat Verma

Proceedings of the 2010 International Conference on High Performance Computing, 2010

2008

Fast Simulation of Multifactor Portfolio Credit Risk.

Paul Glasserman, Wanmo Kang, Perwez Shahabuddin

Oper. Res., 2008

2007

Exploiting regenerative structure to estimate finite time averages via simulation.

Wanmo Kang, Perwez Shahabuddin, Ward Whitt

ACM Trans. Model. Comput. Simul., 2007

Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables.

Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin

ACM Trans. Model. Comput. Simul., 2007

Varaince reduction in mean time to failure simulations (1988).

Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn

Proceedings of the Winter Simulation Conference, 2007

2006

Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances.

Sandeep Juneja, Perwez Shahabuddin

Proceedings of the Simulation, 2006

2005

Fast simulation for multifactor portfolio credit risk in the <i>t</i>-copula model.

Wanmo Kang, Perwez Shahabuddin

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004

A Unified Approach for Finite-Dimensional, Rare-Event Monte Carlo Simulation.

Zhi Huang, Perwez Shahabuddin

Proceedings of the 36th conference on Winter simulation, 2004

2003

New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk.

Zhi Huang, Perwez Shahabuddin

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002

Simulating heavy tailed processes using delayed hazard rate twisting.

Sandeep Juneja, Perwez Shahabuddin

ACM Trans. Model. Comput. Simul., 2002

2001

Techniques for fast simulation of models of highly dependable systems.

Victor F. Nicola, Perwez Shahabuddin, Marvin K. Nakayama

IEEE Trans. Reliab., 2001

Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies.

Sandeep Juneja, Perwez Shahabuddin

IEEE Trans. Reliab., 2001

Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract).

Nam Kyoo Boots, Perwez Shahabuddin

SIGMETRICS Perform. Evaluation Rev., 2001

Fast Simulation of Markov Chains with Small Transition Probabilities.

Sandeep Juneja, Perwez Shahabuddin

Manag. Sci., 2001

A statistical approach to predictive detection.

Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin

Comput. Networks, 2001

Statistical tools for simulation design and analysis: simulating ruin probabilities in insurance risk processes with subexponential claims.

Nam Kyoo Boots, Perwez Shahabuddin

Proceedings of the 33nd conference on Winter simulation, 2001

2000

Variance reduction techniques for value-at-risk with heavy-tailed risk factors.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the 32nd conference on Winter simulation, 2000

Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions.

Nam Kyoo Boots, Perwez Shahabuddin

Proceedings of the 32nd conference on Winter simulation, 2000

Value-at-risk with heavy-tailed risk factors.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000

1999

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

Sandeep Juneja, Perwez Shahabuddin

SIGMETRICS Perform. Evaluation Rev., 1999

Multilevel Splitting for Estimating Rare Event Probabilities.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic

Oper. Res., 1999

Simulating heavy tailed processes using delayed hazard rate twisting.

Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Stratification issues in estimating value-at-risk.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

An Approach to Predictive Detection for Service Management.

Joseph L. Hellerstein, Fan Bang, Perwez Shahabuddin

Proceedings of the 1999 IEEE/IFIP International Symposium on Integrated Network Management, 1999

1998

A large deviations perspective on the efficiency of multilevel splitting.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic

IEEE Trans. Autom. Control., 1998

Gaussian Importance Sampling and Stratification: Computational Issues.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the 30th conference on Winter simulation, 1998

Characterizing Normal Operation of a Web Server: Application to Workload Forecasting and Problem Determination.

Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin

Proceedings of the 24th International Computer Measurement Group Conference, 1998

1997

Approximating dependability measures of computer networks an FDDI case study.

Marc Willebeek-LeMair, Perwez Shahabuddin

IEEE/ACM Trans. Netw., 1997

1996

Dynamic Batching Policies for an On-Demand Video Server.

Asit Dan, Dinkar Sitaram, Perwez Shahabuddin

Multim. Syst., 1996

Splitting for Rare Event Simulation: Analysis of Simple Cases.

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic

Proceedings of the 28th conference on Winter simulation, 1996

1995

Fast Simulation of Packet Loss Rates in a Shared Buffer Communications Switch.

Cheng-Shang Chang, Philip Heidelberger, Perwez Shahabuddin

ACM Trans. Model. Comput. Simul., 1995

Channel Allocation under Batching and VCR Control in Video-on-Demand Systems.

Asit Dan, Perwez Shahabuddin, Dinkar Sitaram, Donald F. Towsley

J. Parallel Distributed Comput., 1995

Rare Event Simulation in Stochastic Models.

Perwez Shahabuddin

Proceedings of the 27th conference on Winter simulation, 1995

1994

Bounded Relative Error in Estimating Transient Measures of Highly Dependable Non-Markovian Systems.

Philip Heidelberger, Perwez Shahabuddin, Victor F. Nicola

ACM Trans. Model. Comput. Simul., 1994

Fast Transient Simulation of Markovian Models of Highly Dependable Systems.

Perwez Shahabuddin

Perform. Evaluation, 1994

Effective Bandwidth and Fast Simulation of ATM Intree Networks.

Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin

Perform. Evaluation, 1994

Fast simulation of packet loss rates in communication networks with priorities.

Perwez Shahabuddin

Proceedings of the 26th conference on Winter simulation, 1994

Scheduling Policies for an On-Demand Video Server with Batching.

Asit Dan, Dinkar Sitaram, Perwez Shahabuddin

Proceedings of the Second ACM International Conference on Multimedia '94, 1994

Approximating Dependability Measures of FDDI Networks.

Marc Willebeek-LeMair, Perwez Shahabuddin

Proceedings of the Proceedings IEEE INFOCOM '94, 1994

Modeling and Analysis of System Dependability Using the System Availability Estimator.

Alvin M. Blum, Ambuj Goyal, Philip Heidelberger, Stephen S. Lavenberg, Marvin K. Nakayama, Perwez Shahabuddin

Proceedings of the Digest of Papers: FTCS/24, 1994

1993

Estimation of reliability and its derivatives for large time horizons in Markovian systems.

Perwez Shahabuddin, Marvin K. Nakayama

Proceedings of the 25th Winter Simulation Conference, 1993

Efficient estimation of the mean time between failures in non-regenerative dependability models.

Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin

Proceedings of the 25th Winter Simulation Conference, 1993

Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems.

Victor F. Nicola, Perwez Shahabuddin, Philip Heidelberger, Peter W. Glynn

Proceedings of the Digest of Papers: FTCS-23, 1993

1992

A Unified Framework for Simulating Markovian Models of Highly Dependable Systems.

Ambuj Goyal, Perwez Shahabuddin, Philip Heidelberger, Victor F. Nicola, Peter W. Glynn

IEEE Trans. Computers, 1992

Simultaneous and Efficient Simulation of Highly Dependable Systems with Different Underlying Distributions.

Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin

Proceedings of the 24th Winter Simulation Conference, 1992

Uniformization and Exponential Transformation: Techniques for Fast Simulation of Highly Dependable Non-Markovian Systems.

Victor F. Nicola, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the Digest of Papers: FTCS-22, 1992

Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies.

Sandeep Juneja, Perwez Shahabuddin

Proceedings of the Digest of Papers: FTCS-22, 1992

1988

Variance reduction in mean time to failure simulations.

Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn

Proceedings of the 20th conference on Winter simulation, 1988

1987

Measure specific dynamic importance sampling for availability simulations.

Ambuj Goyal, Philip Heidelberger, Perwez Shahabuddin

Proceedings of the 19th conference on Winter simulation, 1987