搜索结果: 1-1 共查到“importance sampling”相关记录1条 . 查询时间(0.046 秒)
State-independent importance sampling for regularly varying random walks
State-independent regularly random walks
2012/9/14
Efficient simulation of rare events involving sums of heavy-tailed random vari-ables has been an active research area in applied probability in the lastfifteen years.These rare events arise in many ap...