مرکز منطقه ای اطلاع رساني علوم و فناوري - On the inefficiency of state-independent importance sampling in the presence of heavy tails

Title of article :

On the inefficiency of state-independent importance sampling in the presence of heavy tails

Author/Authors :

Achal Bassamboo، نويسنده , , Sandeep Juneja، نويسنده , , Assaf Zeevi، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

251

To page :

260

Keywords :

asymptotic analysis , Heavy tails , importance sampling , State-dependent change-of-measure

Journal title :

Operations Research Letters

Serial Year :

2007

Journal title :

Operations Research Letters

Record number :

137778

Link To Document :