Pages that link to "Item:Q1567211"
From MaRDI portal
The following pages link to Rare events simulation for heavy-tailed distributions (Q1567211):
Displayed 20 items.
- New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Rare-event probability estimation with conditional Monte Carlo (Q666350) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
- Performance analysis with truncated heavy-tailed distributions (Q2433244) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684) (← links)
- Editorial: rare-event simulation for queues (Q2465685) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360) (← links)
- HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (Q4678851) (← links)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes (Q5460726) (← links)
- Improved algorithms for rare event simulation with heavy tails (Q5480012) (← links)