Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Failure Probabilities in Computing and Data Transmission |
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Importance Sampling for Failure Probabilities in Computing and Data Transmission (English)
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8 October 2009
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communications engineering
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compound sum
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computer reliability
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conditioned limit theorem
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Cramér root
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exponential tilting
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geometric sum
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Gumbel distribution
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integral asymptotics
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Lundberg's inequality
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rare event simulation
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regular variation
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RESTART
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numerical examples
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algorithms
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importance sampling
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Pareto distributions
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Monte Carlo simulation
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