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  • Search: subject:"Bounded relative error"
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Bounded relative error 1 Complexity 1 Conditional Monte Carlo conditioning 1 Control variate 1 Distributions 1 M/G/1 queue 1 Pollaczek-Khinchin formula 1 Rare event 1 Regular variation 1 Stratification 1 Subexponential distribution 1 Times 1 Weibull distribution 1 logarithmic efficiency 1
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Asmussen, Søren 1 C. C. Heyde 1 Kroese, Dirk P. 1
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Improved algorithms for rare event simulation with heavy tails
Asmussen, Søren; Kroese, Dirk P. - 2006
, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error …
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