Pages that link to "Item:Q939072"

The following pages link to Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072):

Displaying 38 items.

• Permutation p-value approximation via generalized Stolarsky invariance (Q151862) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Efficient rare-event simulation for perpetuities (Q449227) (← links)
• A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
• Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
• Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
• Robust transient analysis of multi-server queueing systems and feed-forward networks (Q725406) (← links)
• Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
• Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes (Q904959) (← links)
• Importance sampling algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
• The sample size required in importance sampling (Q1650098) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• Rare events in random geometric graphs (Q2157382) (← links)
• Efficient importance sampling for binary contingency tables (Q2389598) (← links)
• Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
• Efficient rare event simulation for heavy-tailed systems via cross entropy (Q2450619) (← 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)
• Editorial: rare-event simulation for queues (Q2465685) (← links)
• Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
• The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
• Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
• Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933) (← links)
• Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
• Importance Sampling for Metastable and Multiscale Dynamical Systems (Q4555224) (← links)
• THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
• Moderate deviation principles for importance sampling estimators of risk measures (Q4684867) (← links)
• A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
• Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
• Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
• Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks (Q5168847) (← links)
• Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields (Q5176919) (← links)
• Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
• State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
• A Cross-Entropy Scheme for Mixtures (Q5270729) (← links)
• Importance sampling for a simple Markovian intensity model using subsolutions (Q6638915) (← links)
• Rare-event simulation for neural network and random forest predictors (Q6638920) (← links)