Programme

10.30	Arrival, coffee
10.45	Reuven Rubinstein: How to Count Fast
12.00	Lunch
13.30	Ad Ridder: Importance sampling simulation of the fork-join queue
13.50	Tatiana Zaburnenko: Heuristics for simulating population overflow in non-Markovian tandem queueing networks
14.10	Werner Scheinhardt: Importance sampling for a queueing network with slowdown
14.30	Break
15.00	Victor Nicola: Reversibility-based Importance Sampling for the Efficient Simulation of Jackson Networks
15.20	Bahar Kaynar: The cross-entropy method with patching for rare-event simulation for large Markov chains
15.40	Michel Mandjes: Importance sampling of the correlation function of Levy-driven queues
16.00	Break
16.30	Bert Zwart: Importance sampling of compounding processes
16.50	Denis Miretskiy: An efficient Multilevel Splitting scheme
17.10	Pieter-Tjerk de Boer: An asymptotically efficient but unusable change of measure for the tandem queue?

Further information
Michel Mandjes (UvA), m.r.h.mandjes@uva.nl