Efficient simulation for large deviation probabilities of sums of heavy-tailed increments

Proceedings - Winter Simulation Conference

Volumn , Issue , 2006, Pages 757-764

  Blanchet, Jose H ^a   Jingchen, Liu ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

HEAVY TAILED; LARGE DEVIATIONS;

EID: 36749007263     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2006.323156     Document Type: Conference Paper

References (20)

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