Pages that link to "Item:Q939072"
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The following pages link to Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072):
Displayed 24 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
- Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes (Q904959) (← links)
- Importance sampling algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
- Efficient importance sampling for binary contingency tables (Q2389598) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- Efficient rare event simulation for heavy-tailed systems via cross entropy (Q2450619) (← 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)
- Editorial: rare-event simulation for queues (Q2465685) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
- Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
- Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks (Q5168847) (← links)
- Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields (Q5176919) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- A Cross-Entropy Scheme for Mixtures (Q5270729) (← links)