Improved algorithms for rare event simulation with heavy tails (Q5480012)
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scientific article; zbMATH DE number 5042482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved algorithms for rare event simulation with heavy tails |
scientific article; zbMATH DE number 5042482 |
Statements
Improved algorithms for rare event simulation with heavy tails (English)
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25 July 2006
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bounded relative error
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complexity
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control variate
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M/g/I queue
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Weibull distribution
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rare event simulation
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numerical experiments
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