Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (Q5388070)
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scientific article; zbMATH DE number 5279763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables |
scientific article; zbMATH DE number 5279763 |
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Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (English)
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27 May 2008
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rare-event simulation
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importance sampling
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large deviations
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random walks
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