Pages that link to "Item:Q1567211"

The following pages link to Rare events simulation for heavy-tailed distributions (Q1567211):

Displaying 27 items.

• New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Rare-event probability estimation with conditional Monte Carlo (Q666350) (← links)
• Robust transient analysis of multi-server queueing systems and feed-forward networks (Q725406) (← links)
• Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
• Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
• On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
• Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
• Infinite markings method in queueing systems with the infinite variance of service time (Q1980523) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• Performance analysis with truncated heavy-tailed distributions (Q2433244) (← links)
• Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
• Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
• Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684) (← links)
• Editorial: rare-event simulation for queues (Q2465685) (← links)
• Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
• Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
• On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
• On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
• The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
• Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
• A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
• Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
• Improved algorithms for rare event simulation with heavy tails (Q5480012) (← links)
• Entropy of sharp restart (Q5879060) (← links)
• State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)