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
10
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