Efficient importance sampling for large sums of independent and identically distributed random variables

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: 10.1007/s11222-021-10055-1

Event: Veröffentlichung

(where): Aachen

(who): Universitätsbibliothek der RWTH Aachen

(when): 2021

Creator: Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Rubino, Gerardo
Tempone, Raul

DOI: 10.18154/RWTH-2021-10840

URN: urn:nbn:de:101:1-2021112802260527440328

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:41 PM CET

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Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Rubino, Gerardo
Tempone, Raul
Universitätsbibliothek der RWTH Aachen

Time of origin

2021

Other Objects (12)

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Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

zweidimensionales bewegtes Bild

Simple Random Sampling

Random sums and branching stochastic processes

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Edgeworth Expansions for Multivariate Random Sums

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Limit theorems for sums of random variables

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Importance sampling for backward SDEs

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Sums of independent random variables

On sums of independent random variables without power moments

zweidimensionales bewegtes Bild

Random Sampling

$Persistence of sums of independent random variables, iterated processes and fractional Brownian motion$

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Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

zweidimensionales bewegtes Bild

Simple Random Sampling

Random sums and branching stochastic processes

Arbeitspapier

Edgeworth Expansions for Multivariate Random Sums

Aufsatzsammlung

Limit theorems for sums of random variables

Arbeitspapier

Importance sampling for backward SDEs

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Sums of independent random variables

On sums of independent random variables without power moments

zweidimensionales bewegtes Bild

Random Sampling

$Persistence of sums of independent random variables, iterated processes and fractional Brownian motion$

Hochschulschrift

Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

zweidimensionales bewegtes Bild

Simple Random Sampling

Random sums and branching stochastic processes

Arbeitspapier

Edgeworth Expansions for Multivariate Random Sums

Aufsatzsammlung

Limit theorems for sums of random variables

Arbeitspapier

Importance sampling for backward SDEs

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Efficient importance sampling for large sums of independent and identically distributed random variables

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Other Objects (12)

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Sums of independent random variables

Sums of independent random variables

On sums of independent random variables without power moments

On sums of independent random variables without power moments

Random Sampling

Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

Simple Random Sampling

Random sums and branching stochastic processes

Edgeworth Expansions for Multivariate Random Sums

Limit theorems for sums of random variables

Importance sampling for backward SDEs

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Sums of independent random variables

Sums of independent random variables

On sums of independent random variables without power moments

On sums of independent random variables without power moments

Random Sampling

Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

Simple Random Sampling

Random sums and branching stochastic processes

Edgeworth Expansions for Multivariate Random Sums

Limit theorems for sums of random variables

Importance sampling for backward SDEs

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Sums of independent random variables

Sums of independent random variables

On sums of independent random variables without power moments

On sums of independent random variables without power moments

Random Sampling

Persistence of sums of independent random variables, iterated processes and fractional Brownian motion

Simple Random Sampling

Random sums and branching stochastic processes

Edgeworth Expansions for Multivariate Random Sums

Limit theorems for sums of random variables

Importance sampling for backward SDEs

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