Bhamidi, Shankar; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Rare event asymptotics for exploration processes for random graphs. (English) Zbl 1487.05239 Ann. Appl. Probab. 32, No. 2, 1112-1178 (2022). MSC: 05C80 60F10 60C05 90B15 60J85 PDFBibTeX XMLCite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 2, 1112--1178 (2022; Zbl 1487.05239) Full Text: DOI arXiv
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. (English) Zbl 1476.60056 Ann. Appl. Probab. 31, No. 3, 1061-1099 (2021). MSC: 60F10 60K25 94A17 PDFBibTeX XMLCite \textit{R. Atar} et al., Ann. Appl. Probab. 31, No. 3, 1061--1099 (2021; Zbl 1476.60056) Full Text: DOI arXiv Link
Buijsrogge, Anne; Dupuis, Paul; Snarski, Michael Splitting algorithms for rare event simulation over long time intervals. (English) Zbl 1477.60054 Ann. Appl. Probab. 30, No. 6, 2963-2998 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G99 65C05 PDFBibTeX XMLCite \textit{A. Buijsrogge} et al., Ann. Appl. Probab. 30, No. 6, 2963--2998 (2020; Zbl 1477.60054) Full Text: DOI Link
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Rey-Bellet, Luc Sensitivity analysis for rare events based on Rényi divergence. (English) Zbl 1464.60024 Ann. Appl. Probab. 30, No. 4, 1507-1533 (2020). MSC: 60F10 94A17 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 30, No. 4, 1507--1533 (2020; Zbl 1464.60024) Full Text: DOI arXiv Euclid
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang Escaping from an attractor: Importance sampling and rest points. I. (English) Zbl 1334.65007 Ann. Appl. Probab. 25, No. 5, 2909-2958 (2015). Reviewer: Philipp Dörsek (London) MSC: 65C05 60F10 60H10 60J60 65C30 65C50 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 25, No. 5, 2909--2958 (2015; Zbl 1334.65007) Full Text: DOI arXiv Euclid
Dupuis, Paul; Sezer, Ali Devin; Wang, Hui Dynamic importance sampling for queueing networks. (English) Zbl 1144.60022 Ann. Appl. Probab. 17, No. 4, 1306-1346 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F10 65C05 49N90 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 17, No. 4, 1306--1346 (2007; Zbl 1144.60022) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui On the convergence from discrete to continuous time in an optimal stopping problem. (English) Zbl 1138.93066 Ann. Appl. Probab. 15, No. 2, 1339-1366 (2005). Reviewer: Henrikas Pragarauskas (Vilnius) MSC: 93E20 93E35 60J55 90C59 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Ann. Appl. Probab. 15, No. 2, 1339--1366 (2005; Zbl 1138.93066) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui Dynamic importance sampling for uniformly recurrent Markov chains. (English) Zbl 1068.60036 Ann. Appl. Probab. 15, No. 1A, 1-38 (2005). Reviewer: Gong Guanglu (Beijing) MSC: 60F10 65C05 93E20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Ann. Appl. Probab. 15, No. 1A, 1--38 (2005; Zbl 1068.60036) Full Text: DOI arXiv
Ramanan, Kavita; Dupuis, Paul Large deviation properties of data streams that share a buffer. (English) Zbl 0939.60020 Ann. Appl. Probab. 8, No. 4, 1070-1129 (1998). Reviewer: V.Thangaraj (Madras) MSC: 60F10 90B15 PDFBibTeX XMLCite \textit{K. Ramanan} and \textit{P. Dupuis}, Ann. Appl. Probab. 8, No. 4, 1070--1129 (1998; Zbl 0939.60020) Full Text: DOI
Dupuis, Paul; Oliensis, John An optimal control formulation and related numerical methods for a problem in shape reconstruction. (English) Zbl 0807.49027 Ann. Appl. Probab. 4, No. 2, 287-346 (1994). Reviewer: E.Casas (Santander) MSC: 49L20 93E20 65K10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{J. Oliensis}, Ann. Appl. Probab. 4, No. 2, 287--346 (1994; Zbl 0807.49027) Full Text: DOI