Pages that link to "Item:Q3481001"
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The following pages link to Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains (Q3481001):
Displayed 22 items.
- Robust queueing theory: an initial study using imprecise probabilities (Q257060) (← links)
- Asymptotically efficient importance sampling for bootstrap (Q292319) (← links)
- The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (Q1272995) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- A class of optimum importance sampling strategies (Q1358816) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- On Monte Carlo estimation of large deviations probabilities (Q1814744) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Efficient large deviation estimation based on importance sampling (Q2202311) (← links)
- Twisted particle filters (Q2448725) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations (Q2854076) (← links)
- Some Recent Results in Rare Event Estimation (Q3451720) (← links)
- On asymptotically efficient simulation of ruin probabilities in a Markovian environment (Q4025275) (← links)
- A note on random walks with absorbing barriers and sequential Monte Carlo methods (Q4639177) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Refined behaviour of a conditioned random walk in the large deviations regime (Q6178565) (← links)