Pages that link to "Item:Q939072"
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The following pages link to Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072):
Displayed 14 items.
- 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 algorithms for first passage time probabilities in the infinite server queue (Q1042120) (← links)
- Efficient importance sampling for binary contingency tables (Q2389598) (← 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)
- 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)
- 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)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
