Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722)
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scientific article; zbMATH DE number 5723985
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bounded Relative Error Importance Sampling and Rare Event Simulation |
scientific article; zbMATH DE number 5723985 |
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Bounded Relative Error Importance Sampling and Rare Event Simulation (English)
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21 June 2010
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tail events
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importance sampling distributions
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rare event simulation
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Tukey's g\&h distribution
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0.88999903
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0.88817924
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0.8835075
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0.8811851
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0.88101476
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0.8807665
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0.88025814
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