Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks - Jose H. Blanchet; Kevin Leder; Yixi Shi (CoRR, 2010)

Efficient splitting-based rare event simulation algorithms for heavy-tailed sums. - Jose H. Blanchet; Yixi Shi (WSC, 2013)

Efficient rare event simulation for heavy-tailed systems via cross entropy. - Jose H. Blanchet; Yixi Shi (Oper. Res. Lett., 2013)