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]
Identifikationsnummern
- arXiv: arXiv:2101.09514
- RWTH PUBLICATIONS: RWTH-2021-01059