Rare-event simulation techniques: an introduction and recent advances S Juneja, P Shahabuddin Handbooks in operations research and management science 13, 291-350, 2006 | 256 | 2006 |
A large deviations perspective on ordinal optimization P Glynn, S Juneja Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004 | 250 | 2004 |
Nested simulation in portfolio risk measurement MB Gordy, S Juneja Management Science 56 (10), 1833-1848, 2010 | 238 | 2010 |
Effective bandwidth and fast simulation of ATM intree networks CS Chang, P Heidelberger, S Juneja, P Shahabuddin Performance Evaluation 20 (1-3), 45-65, 1994 | 192 | 1994 |
Seroprevalence of SARS-CoV-2 in slums versus non-slums in Mumbai, India A Malani, D Shah, G Kang, GN Lobo, J Shastri, M Mohanan, R Jain, ... The Lancet Global Health 9 (2), e110-e111, 2021 | 141 | 2021 |
Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation A Bassamboo, S Juneja, A Zeevi Operations Research 56 (3), 593-606, 2008 | 132 | 2008 |
Simulating heavy tailed processes using delayed hazard rate twisting S Juneja, P Shahabuddin ACM Transactions on Modeling and Computer Simulation (TOMACS) 12 (2), 94-118, 2002 | 131 | 2002 |
System for optimal resource allocation and planning for hosting computing services JS Shahabuddin, K Balaji, S Kapoor, S Juneja, V Gupta, A Chrungoo US Patent 6,877,035, 2005 | 95 | 2005 |
Adaptive importance sampling technique for Markov chains using stochastic approximation TPI Ahamed, VS Borkar, S Juneja Operations Research 54 (3), 489-504, 2006 | 83 | 2006 |
The concert queueing game: to wait or to be late R Jain, S Juneja, N Shimkin Discrete Event Dynamic Systems 21, 103-138, 2011 | 70 | 2011 |
Efficient simulation of tail probabilities of sums of correlated lognormals S Asmussen, J Blanchet, S Juneja, L Rojas-Nandayapa Annals of Operations Research 189 (1), 5-23, 2011 | 57 | 2011 |
Fast simulation of Markov chains with small transition probabilities S Juneja, P Shahabuddin Management Science 47 (4), 547-562, 2001 | 54 | 2001 |
The concert queueing game: strategic arrivals with waiting and tardiness costs S Juneja, N Shimkin Queueing Systems 74, 369-402, 2013 | 46 | 2013 |
Stream-packing: Resource allocation in web server farms with a qos guarantee J Shahabuddin, A Chrungoo, V Gupta, S Juneja, S Kapoor, A Kumar High Performance Computing—HiPC 2001: 8th International Conference …, 2001 | 46 | 2001 |
Kernel smoothing for nested estimation with application to portfolio risk measurement LJ Hong, S Juneja, G Liu Operations Research 65 (3), 657-673, 2017 | 41 | 2017 |
Selecting the best system, large deviations, and multi-armed bandits P Glynn, S Juneja arXiv preprint arXiv:1507.04564, 2015 | 41* | 2015 |
Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies S Juneja, P Shahabuddin IEEE Transactions on Reliability 50 (3), 235-245, 2001 | 41* | 2001 |
Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. S Juneja, P Shahabuddin FTCS, 150-159, 1992 | 38 | 1992 |
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error S Juneja Queueing Systems 57, 115-127, 2007 | 36 | 2007 |
Monte Carlo methods for pricing financial options N Bolia, S Juneja Sadhana 30, 347-385, 2005 | 36 | 2005 |