Improved algorithms for rare event simulation with heavy tails
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Publication:5480012
DOI10.1239/aap/1151337084zbMath1097.65017OpenAlexW2171557682WikidataQ118141950 ScholiaQ118141950MaRDI QIDQ5480012
Dirk P. Kroese, Soren Asmussen
Publication date: 25 July 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1151337084
complexitynumerical experimentsWeibull distributioncontrol variatebounded relative errorrare event simulationM/g/I queue
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