Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient importance sampling for large sums of independent and identically distributed random variables |
scientific article |
Statements
Efficient importance sampling for large sums of independent and identically distributed random variables (English)
0 references
10 December 2021
0 references
importance sampling
0 references
rare event
0 references
exponential twisting
0 references
gamma is PDF
0 references
0 references