Pages that link to "Item:Q4565385"
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The following pages link to Importance sampling for sums of random variables with regularly varying tails (Q4565385):
Displaying 21 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Markov chain importance sampling with applications to rare event probability estimation (Q746273) (← links)
- Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
- Estimation and approximation of densities of i.i.d. sums via importance sampling. (Q1275584) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
- Approximation of the exit probability of a stable Markov modulated constrained random walk (Q2115773) (← links)
- Excessive backlog probabilities of two parallel queues (Q2212270) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← 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)
- Approximation of excessive backlog probabilities of two tandem queues (Q4555300) (← links)
- HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (Q4678851) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← 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)
