scientific article; zbMATH DE number 934444

MaRDI QIDQ4895141zbMATH OpenFDO

Authors Sheldon M. Ross

Publication date 13 October 1996

zbMATH Keywords

Chernoff boundconvolution tail probabilityMarkov inequalitysimulation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

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(6)

• Analysis of two-dimensional approximate pattern matching algorithms
• A new simulation estimator of system reliability
• Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments
• Simulation de lois conjuguées et application à l'estimation de la transformée de Cramer dans ℝd
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• Simulation and estimation of extreme quantiles and extreme probabilities

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