On Monte Carlo estimation of large deviations probabilities (Q1814744): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aoap/1034968137 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2013985701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate processes and the simulation of ruin problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing bit-error probabilities for avalanche photodiode receivers by large deviations theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: New importance sampling methods for simulating sequential decoders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3134548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating level-crossing probabilities by importance sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotically efficient simulation of ruin probabilities in a Markovian environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov additive processes. I: Eigenvalue properties and limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimality and stability of exponential twisting in Monte Carlo estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On large deviations theory and asymptotically efficient Monte Carlo estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance sampling in the Monte Carlo study of sequential tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3948486 / rank
 
Normal rank

Latest revision as of 15:29, 24 May 2024

scientific article
Language Label Description Also known as
English
On Monte Carlo estimation of large deviations probabilities
scientific article

    Statements

    On Monte Carlo estimation of large deviations probabilities (English)
    0 references
    0 references
    27 January 1997
    0 references
    0 references
    0 references
    0 references
    0 references
    large deviations
    0 references
    Monte Carlo methods
    0 references
    computer simulations of stochastic systems
    0 references
    0 references