HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (Q4678851)
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scientific article; zbMATH DE number 2171298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY |
scientific article; zbMATH DE number 2171298 |
Statements
HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (English)
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23 May 2005
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algorithmic complexity
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cross-entropy
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GI/G/1 queue
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importance sampling
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maximum likelihood
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M/G/1 queue
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Pareto distribution
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Pollaczek-Khintchine formula
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random walk
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rare event
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subexponential distribution
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Weibull distribution
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