Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (Q5388070)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5279763
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables |
scientific article; zbMATH DE number 5279763 |
Statements
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (English)
0 references
27 May 2008
0 references
rare-event simulation
0 references
importance sampling
0 references
large deviations
0 references
random walks
0 references
0.8646219372749329
0 references
0.8564708828926086
0 references
0.8554636836051941
0 references
0.841496467590332
0 references
0.8231908082962036
0 references
