Pages that link to "Item:Q3578666"
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The following pages link to Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666):
Displayed 8 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- The sample size required in importance sampling (Q1650098) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields (Q2511562) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- Estimation of extreme quantiles in a simulation model (Q5742402) (← links)