Veröffentlichungen
Hendrik Baumann, Werner Sandmann.
Bounded Truncation Error for Long Run Averages in Infinite Markov Chains(178.0 KB).
Journal of Applied Probability 52(3), to appear, 2015.
Adam W. Grace, Dirk P. Kroese, Werner Sandmann.
Automated State-dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution.
Journal of Applied Probability 51(3): 741-755, 2014.
Hendrik Baumann, Werner Sandmann.
On Finite Long Run Costs and Rewards in Infinite Markov Chains.
Statistics & Probability Letters 91: 41-46, 2014.
Linar Mikeev, Werner Sandmann, Verena Wolf.
Numerical Approximation of Rare Event Probabilities in Biochemically Reacting Systems.
Computational Methods in Systems Biology. Lecture Notes in Computer Science, Volume 8130, pp. 5-18, 2013.
Hendrik Baumann, Tugrul Dayar, M. Can Orhan, Werner Sandmann.
On the Numerical Solution of Kronecker-based Infinite Level-Dependent QBD Processes.
Performance Evaluation 70(9): 663-681, 2013.
Hendrik Baumann, Werner Sandmann.
Computing Stationary Expectations in Level-Dependent QBD Processes.
Journal of Applied Probability 50(1): 151-165, 2013.
Werner Sandmann.
Quantitative Fairness for Assessing Perceived Service Quality in Queues.
Operational Research 13(2): 153-186, 2013.
Hendrik Baumann, Tugrul Dayar, M. Can Orhan, Werner Sandmann.
On the Numerical Solution of Kronecker-based Infinite Level-Dependent QBD Processes.
Technical Report BU-CE-1206, Bilkent University, Department of Computer Engineering, 2012.
Werner Sandmann.
Delays in a Series of Queues with Correlated Service Times.
Journal of Network and Computer Applications 35(5): 1415-1423, 2012.
Hendrik Baumann, Werner Sandmann.
Steady State Analysis of Level Dependent Quasi-Birth-and-Death Processes with Catastrophes.
Computers & Operations Research 39(2): 413-423, 2012.
Hendrik Baumann, Werner Sandmann.
Markovian Modeling and Security Measure Analysis for Networks under Flooding DoS Attacks.
Proceedings of the 20th Euromicro International Conference on Parallel, Distributed, and Network-Based Processing, PDP, pp. 298-302, 2012.
Werner Sandmann.
Buffer Occupancies in Tandem Networks with Size-Retaining Data Packets.
Proceedings of the 21st International Conference on Computer Communication Networks. ICCCN, 2012.
Tugrul Dayar, Werner Sandmann, David Spieler, Verena Wolf.
Infinite Level-Dependent QBD Processes and Matrix-Analytic Solutions for Stochastic Chemical Kinetics.
Advances in Applied Probability 43(4): 1005-1026, 2011.
Linar Mikeev, Werner Sandmann, Verena Wolf.
Efficient Calculation of Rare Event Probabilities in Markovian Queueing Networks(481.0 KB).
Proceedings of the 5th International Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS, 2011.
Hendrik Baumann, Werner Sandmann.
Numerical Solution of Level Dependent Quasi-Birth-and-Death Processes.
Procedia Computer Science 1(1): 1561-1569, 2010.
Werner Sandmann.
Delays in a Series of Queues: Independent versus Identical Service Times. (Best Paper Award)
Proceedings of the 15th IEEE Symposium on Computers and Communications, ISCC, pp. 32-37, 2010.
Werner Sandmann.
Sequential Estimation for Prescribed Statistical Accuracy in Stochastic Simulation of Biological Systems.
Mathematical Biosciences 221(1). 43-53, 2009.
Werner Sandmann.
Rare Event Simulation Methodologies in Systems Biology.
In G. Rubino, B. Tuffin (eds.): Rare Event Simulation Using Monte Carlo Methods.
John Wiley & Sons, 2009.
Werner Sandmann.
Streamlined Formulation of Adaptive Explicit-Implicit Tau-Leaping with Automatic Tau Selection(210.6 KB, 9 Seiten).
Proceedings of the 2009 Winter Simulation Conference, WSC, pp. 1104-1112, 2009.
Poul E. Heegaard, Werner Sandmann.
Importance Sampling Simulation of Phase-Type Queues(447.5 KB, 10 Seiten).
Proceedings of the 2009 Winter Simulation Conference, WSC, pp. 1136-1145, 2009.
Irina Dyudenko, Evsey Morozov, Michele Pagano, Werner Sandmann.
Comparative Study of Effective Bandwidth Estimators: Batch Means and Regenerative Cycles(104.3 KB).
Proceedings of the 6th St. Petersburg Workshop on Simulation, pp. 1003-1008, 2009.
Werner Sandmann.
Multistep Methods for Markovian Event Systems(91.8 KB, 6 Seiten).
Proceedings of the 6th St. Petersburg Workshop on Simulation, pp. 715-720, 2009.
Werner Sandmann, Oleksandr Bober.
Stochastic Models for Intermittent Demands Forecasting and Stock Control(114.7 KB, 8 Seiten).
Proceedings of the 6th Vienna Conference on Mathematical Modelling,
MATHMOD, 2009.
Werner Sandmann.
Exposition and Streamlined Formulation of Adaptive Explicit-Implicit Tau-Leaping(146.1 KB, 13 Seiten).
Technical Report, Computer Science Department, University of Bamberg, January 2009.
2008
Werner Sandmann.
Discrete-Time Stochastic Modeling and Simulation of Biochemical Networks.
Computational Biology and Chemistry 32(4): 292-297, Elsevier, 2008.
Poul E. Heegaard, Werner Sandmann.
Ant Colony Optimized Importance Sampling: Principles, Applications and Challenges(46.2 KB, 2 Seiten).
Proc. 7th International Workshop on Rare Event Simulation, Ext. Abstract [Slides(1.1 MB, 21 Seiten)]
RESIM 2008, Rennes, France, 24-26 September 2008.
Karsten Loesing, Werner Sandmann, Christian Wilms, Guido Wirtz.
Performance Measurements and Statistics of Tor Hidden Services.
Proc. 2008 International Symposium on Applications and the Internet,
SAINT 2008, pp. 1-7, Turku, Finland, 28 July - 1 August, IEEE Computer Society Press, 2008.
Werner Sandmann, Christian Maier.
On the Statistical Accuracy of Stochastic Simulation Algorithms Implemented in Dizzy(75.6 KB, 4 Seiten).
Proc. 5th International Workshop on Computational Systems Biology,
WCSB 2008, pp. 153-157, Leipzig, Germany, 11-13 June, TICSP, 2008.
Werner Sandmann, Verena Wolf.
Computational Probability for Systems Biology.
Proc. 2008 Workshop on Formal Methods in Systems Biology, FMSB 2008, Cambridge, UK, 4-5 June 2008,
Lecture Notes in Computer Science (LNCS) - LNBI, Volume 5054, pp. 33-47, Springer, 2008.
2007
Poul E. Heegaard, Werner Sandmann.
Ant-Based Approach for Determining the Change of Measure in Importance Sampling.
Proc. 2007 Winter Simulation Conference, WSC 2007, pp. 412-420, Washington, USA, 9-12 December, IEEE Press, 2007.
Poul E. Heegaard, Werner Sandmann.
Efficient Simulation of Optical Ring Networks with Intermittent Transceiver Faults.
Proc. 15th Annual IEEE Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems,
MASCOTS 2007, pp.437-443, Istanbul, Turkey, 24-26 October, IEEE Computer Society Press, 2007.
Werner Sandmann.
Simultaneous Stochastic Simulation of Multiple Perturbations in Biological Network Models.
Proc. 2007 International Conference on Computational Methods in Systems Biology,
CMSB 2007, Edinburgh, Scotland, 20-21 September 2007,
Lecture Notes in Computer Science, Volume 4695, pp. 15-31, Springer, 2007.
Werner Sandmann.
Stochastic Simulation of Biochemical Systems via Discrete-Time Conversion(112.5 KB, 6 Seiten).
Proc. 2nd Conference on Foundations of Systems Biology in Engineering,
FOSBE 2007, pp. 267-272, Stuttgart, Germany, 9-12 September, Fraunhofer IRB Verlag, 2007.
Poul E. Heegaard, Werner Sandmann.
Evaluating Differentiated Quality of Service Parameters in Optical Packet Switching.
Proc. 7th Int. Conf. on Next Generation Teletraffic and Wired/Wireless Advanced Networking,
NEW2AN 2007, St. Petersburg, Russia, 10-14 September 2007,
Lecture Notes in Computer Science, Volume 4712, pp. 162-174, Springer, 2007.
Poul E. Heegaard, Werner Sandmann.
Efficient Estimation of Loss Rates in Optical Packet Switched Networks with Wavelength Conversion.
Proc. 2nd International Conference on Systems and Networks Communications,
ICSNC 2007, Article 59, 6 pages, Cap Esterel, France, 25-31 August, IEEE Computer Society Press, 2007.
Jose H. Blanchet, Peter W. Glynn, Pierre L'Ecuyer, Werner Sandmann, Bruno Tuffin.
Asymptotic Robustness of Estimators in Rare-Event Simulation(127.6 KB).
Proc. 2007 INFORMS Simulation Society Research Workshop, Fontainebleau, France, 5-7 July 2007.
Werner Sandmann.
Performance Evaluation of Dependent Two-Stage Services(102.3 KB, 6 Seiten).
Proc. 21st European Conference on Modelling and Simulation,
ECMS 2007, pp. 74-79, Prague, Czech Republic, 4-6 June, SCS Press, 2007.
Werner Sandmann.
Applicability of Importance Sampling to Coupled Molecular Reactions(119.7 KB, 8 Seiten).
Proc. 12th Int. Conf. on Applied Stochastic Models and Data Analysis,
ASMDA 2007, Chania, Crete, Greece, 29 May - 1 June 2007, CD Edition, 8 pages.
Werner Sandmann.
Efficiency of Importance Sampling Estimators.
Journal of Simulation 1(2): 137-145. Palgrave Macmillan, 2007.
2006
Hauke Busch, Werner Sandmann, Verena Wolf.
A Numerical Aggregation Algorithm for the Enzyme-Catalyzed Substrate Conversion.
Proc. Int. Conf. on Computational Methods in Systems Biology (CMSB'06), Trento, Italy, 18-19 October.
Lecture Notes in Computer Science, Volume 4210, pp. 298-311, Springer, 2006.
Bruno Tuffin, Pierre L'Ecuyer, Werner Sandmann.
Robustness Properties for Simulations of Highly Reliable Systems(151.4 KB).
Proc. 6th International Workshop on Rare Event Simulation,
RESIM 2006, Bamberg, Germany, 8-10 October 2006, pp. 107-118.
Werner Sandmann (editor).
Proceedings of the 6th International Workshop on Rare Event Simulation
RESIM 2006, Bamberg, Germany, 8-10 October 2006, 296 pages.
Werner Sandmann, Verena Wolf.
A Computational Stochastic Modeling Formalism for Biological Networks(119.3 KB, 6 Seiten).
Proc. 3rd International Conference on Bioinformatics, Computational and Systems Biology,
BCSB 2006, Prague, Czech Republic, 25-27 August 2006.
Werner Sandmann.
Scheduling to Improve Queue Justice(96.8 KB, 6 Seiten).
Proc. 20th European Conference on Modelling and Simulation,
ECMS 2006, Bonn, Germany, 28-31 May, 2006, pp. 372-377.
Werner Sandmann.
Analysis of a Queueing Fairness Measure(270.6 KB).
Proc. 13th GI/ITG Conf. on Measurement, Modelling and Evaluation of Computer and Communication Systems,
MMB2006, Nürnberg, Germany, 27-29 March, VDE Verlag, 2006, pp. 219-231.
2005
Werner Sandmann.
Importance Sampling in Markovian Settings.
Proc. 2005 Winter Simulation Conference,
WSC'05, Orlando, Florida, USA, 4-7 December, Omnipress, 2005, pp. 499-508.
Werner Sandmann.
On Optimal Importance Sampling for Discrete-Time Markov Chains.
Proc. 2nd Int. Conf. on Quantitative Evaluation of Systems,
QEST'05, Torino, Italy, 19-22 September, IEEE Computer Society Press, 2005, pp. 230-239.
Michele Pagano, Werner Sandmann
Efficient Rare Event Simulation - A Tutorial on ImportanceSampling.
Proc. 3rd Int. Conf. on Performance Modelling and Evaluation of Heterogeneous Networks,
HET-NETs '05, Ilkley, UK, July 18-20, 2005, T03/1-38.
Werner Sandmann.
A Discrimination Frequency Based Queueing Fairness Measure with Regard to Job Seniority and Service Requirement.
Proc. 1st Euro NGI Conference on Next Generation Internet Networks - Traffic Engineering,
NGI2005, Rome, Italy, 18-20 April, IEEE Computer Society Press, 2005, pp. 106-113.
2004
Werner Sandmann.
Fast Simulation of Excessive Population Size in Tandem Jackson Networks.
Proc. 12th Annual IEEE Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems,
MASCOTS 2004, Volendam, The Netherlands, 4-8 October, IEEE Computer Society Press, 2004, pp. 347-354.
Werner Sandmann.
State-Independent Importance Sampling for Markovian Tandem Queues.
Proc. 5th International Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems,
RESIM/COP 2004, Budapest, Hungary, 7-8 September, 2004.
Werner Sandmann.
Structured Description of Markovian Network Models and its Potentials for Efficient Rare Event Simulation.
Proc. 2nd Int. Conf. on Performance Modelling and Evaluation of Heterogeneous Networks,
HET-NETs '04, Ilkley, UK, 26-28 July, 2004, P39/1-10.
Werner Sandmann.
Relative Error and Asymptotic Optimality in Estimating Rare Event Probabilities by Importance Sampling.
Proc. 2004 OR Society Simulation Workshop in Cooperation with ACM SIGSIM,
SW04, Birmingham, UK, 23-24 March, 2004, pp. 49-57.
Vor 2004
Werner Sandmann, Andras Varga, Kay Michael Masslow.
Generating Random Numbers in OMNeT++.
3rd International OMNeT++ Workshop, Budapest, Hungary, 27-28 January, 2003.
Reinhold Kröger, Holger Machens, Christoph Strelen, Kay Michael Masslow, Werner Sandmann.
PROFInet Simulator - Software zur Simulation von PROFInet-Netzwerken.
Technischer Bericht, FH Wiesbaden, 2003.
Werner Sandmann.
Application of Importance Sampling to Transition Class Models with Rare Events.
Proc. 3rd International Workshop on Rare Event Simulation,
RESIM 2000, Pisa, Italy, 5-6 October, 2000.
Ralf Nitzgen, Berthold Bärk, Werner Sandmann.
Handbuch zu VERENA - Eine Programmbibliothek zum Rechnen mit Wahrscheinlichkeitsverteilungen.
Institut für Informatik, Rheinische Friedrich-Wilhelms-Universität Bonn, 3. Version, 2000, 122 Seiten.
Dissertation
Werner Sandmann.
Simulation seltener Ereignisse mittels Importance Sampling unter besonderer Berücksichtigung Markovscher Modelle.
Mathematisch-Naturwissenschaftliche Fakultät, Rheinische Friedrich-Wilhelms-Universität Bonn, 2004.
Verfügbar über ULB Bonn
Diplomarbeit
Werner Sandmann.
Wartezeitverteilungen in Tandem-Warteschlangennetzen mit stückweise approximierenden Dichten maximaler Entropie(578.2 KB).
Institut für Informatik, Rheinische Friedrich-Wilhelms-Universität Bonn, 1998.