Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910)
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scientific article
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| English | Efficient importance sampling for large sums of independent and identically distributed random variables |
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Efficient importance sampling for large sums of independent and identically distributed random variables (English)
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10 December 2021
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importance sampling
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rare event
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exponential twisting
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gamma is PDF
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0.841496467590332
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0.8131445646286011
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0.7946982383728027
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0.7724513411521912
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0.7695848941802979
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