Marjorie A. Asmussen 1949–2004
نویسندگان
چکیده
منابع مشابه
Improving the Asmussen-kroese Type Simulation Estimators Improving the Asmussen-kroese Type Simulation Estimators *
Asmussen-Kroese [1] Monte Carlo estimators of P (Sn > u) and P (SN > u) are known to work well in rare event settings when Sn is the sum of n i.i.d. heavy-tailed random variables, and N is a non-negative integer-valued random variable independent of the Xi. In this paper we show how to improve the Asmussen-Kroese estimators of both probabilities when the Xi are non-negative. We also apply our i...
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ژورنال
عنوان ژورنال: Nature Genetics
سال: 2004
ISSN: 1061-4036,1546-1718
DOI: 10.1038/ng0404-315