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Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets

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hal-03499024 , version 1 (21-12-2021)

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  • HAL Id : hal-03499024 , version 1

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Peter W Glynn, Marvin K Nakayama, Bruno Tuffin. Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets. RESIM 2021 13th International Workshop on Rare Event Simulation, May 2021, Paris, France. ⟨hal-03499024⟩
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