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"Importance sampling for sums of random variables with regularly varying tails."

Paul Dupuis, Kevin Leder, Hui Wang (2007)

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DOI: 10.1145/1243991.1243995

access: closed

type: Journal Article

metadata version: 2018-11-06

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  - journals/tomacs/DupuisLW07
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  - https://dblp.org/rec/journals/tomacs/DupuisLW07
Paul Dupuis, Kevin Leder, Hui Wang:
Importance sampling for sums of random variables with regularly varying tails. ACM Trans. Model. Comput. Simul. 17(3): 14 (2007)

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