On the Estimation of Rare Event Probabilities Involving IID Sums

Pieter-Tjerk de Boer; V.F. Nicola; R. Srinivasan

On the Estimation of Rare Event Probabilities Involving IID Sums

Pieter-Tjerk de Boer
, V.F. Nicola
, R. Srinivasan

Research output: Contribution to conference › Paper

2 Downloads (Pure)

Original language	Undefined
Pages	133-138
Number of pages	6
Publication status	Published - Mar 1999
Event	Second International Workshop on Rare Event Simulation, RESIM '99 - Enschede, The Netherlands Duration: 11 Mar 1999 → 12 Mar 1999

Workshop

Workshop	Second International Workshop on Rare Event Simulation, RESIM '99
Period	11/03/99 → 12/03/99
Other	11-12 March 1999

Keywords

IR-63623
EWI-7726

Access to Document

http://eprints.eemcs.utwente.nl/secure2/7726/01/resim99.pdf

Cite this

@conference{45cd8a862ff944a7a958cd6725b35967,

title = "On the Estimation of Rare Event Probabilities Involving IID Sums",

keywords = "IR-63623, EWI-7726",

author = "\{de Boer\}, Pieter-Tjerk and V.F. Nicola and R. Srinivasan",

note = "Imported from research group DACS (ID number 287); Second International Workshop on Rare Event Simulation, RESIM \'99 ; Conference date: 11-03-1999 Through 12-03-1999",

year = "1999",

month = mar,

language = "Undefined",

pages = "133--138",

}

TY - CONF

T1 - On the Estimation of Rare Event Probabilities Involving IID Sums

AU - de Boer, Pieter-Tjerk

AU - Nicola, V.F.

AU - Srinivasan, R.

N1 - Imported from research group DACS (ID number 287)

PY - 1999/3

Y1 - 1999/3

KW - IR-63623

KW - EWI-7726

M3 - Paper

SP - 133

EP - 138

T2 - Second International Workshop on Rare Event Simulation, RESIM '99

Y2 - 11 March 1999 through 12 March 1999

ER -