Efficient Simulation of Random Walks Exceeding a Nonlinear Boundary (Q5446503): Difference between revisions

@@ Property / author @@
+M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326340600820489
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@@ Property / OpenAlex ID @@
+W2139547852
@@ Property / OpenAlex ID: W2139547852 / rank @@
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@@ Property / cites work @@
+Large deviations and fast simulation in the presence of boundaries.
+Normal rank
@@ Property / cites work @@
+Large deviations for vector-valued Lévy processes
+Normal rank
@@ Property / cites work @@
+Large deviations: From empirical mean and measure to partial sums process
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotically efficient simulation of large deviation probabilities
+Normal rank
@@ Property / cites work @@
+Counterexamples in importance sampling for large deviations probabilities
+Normal rank
@@ Property / cites work @@
+Fast simulation of rare events in queueing and reliability models
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@@ Property / cites work @@
+Simulating level-crossing probabilities by importance sampling
+Normal rank
@@ Property / cites work @@
+Large deviations for processes with independent increments
+Normal rank
@@ Property / cites work @@
+Q5593890
@@ Property / cites work: Q5593890 / rank @@
+Normal rank
@@ Property / cites work @@
+On Monte Carlo estimation of large deviations probabilities
+Normal rank