Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Meester, Ludolf E."'
Autor:
Meester, Ludolf E.
In this paper it is shown that adaptive importance sampling algorithms converge at exponential rate for Markov chain expectation problems that admit a combination of a filtered estimator and a Markov zero-variance measure. It extends a chain of resul
Externí odkaz:
http://arxiv.org/abs/1806.03029
Autor:
Meester, Ludolf E.
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying E[X1]=m. In
Externí odkaz:
http://arxiv.org/abs/0808.1669
Publikováno v:
Mathematics of Operations Research, 1999 May 01. 24(2), 472-494.
Externí odkaz:
https://www.jstor.org/stable/3690493
Publikováno v:
Journal of Applied Probability, 1997 Sep 01. 34(3), 818-822.
Externí odkaz:
https://www.jstor.org/stable/3215109
Publikováno v:
Advances in Applied Probability, 1990 Sep 01. 22(3), 764-767.
Externí odkaz:
https://www.jstor.org/stable/1427472
Autor:
Meester, Ludolf E., Muns, Sander
Publikováno v:
In Transportation Research Part B 2007 41(2):218-230
Publikováno v:
Probability in the Engineering & Informational Sciences; Jul1993, Vol. 7 Issue 3, p343-360, 18p
Publikováno v:
In Stochastic Processes and their Applications 1996 65(2):171-185