Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables

Ben Rached, Nadhir (Corresponding author); Haji-Ali, Abdul-Lateef (Corresponding author); Rubino, Gerardo (Corresponding author); Tempone, Raul (Corresponding author)

(2021)
Preprint

Einrichtungen

• Fachgruppe Mathematik [110000]
• Lehrstuhl für Mathematics for Uncertainty Quantification [118110]