Pages that link to "Item:Q4635168"
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The following pages link to Efficient rare event simulation for heavy-tailed compound sums (Q4635168):
Displaying 11 items.
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Efficient simulation of tail probabilities for sums of log-elliptical risks (Q1946192) (← links)
- Infinite markings method in queueing systems with the infinite variance of service time (Q1980523) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Efficient simulation of tail probabilities of sums of dependent random variables (Q3094481) (← links)
- Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
- Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (Q5169731) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)
- Importance sampling for a simple Markovian intensity model using subsolutions (Q6638915) (← links)
