Efficient Importance Sampling for Large Sums of IID Random Variables

HAL (Le Centre pour la Communication Scientifique Directe)

Abstract

International audience

Authors 4

1. Nadhir Ben Rached Aachen

   RWTH Aachen University

   Affiliation as printed

   RWTH - Rheinisch-Westfälische Technische Hochschule Aachen University (RWTH Aachen Templergraben 55 52062 Aachen (Hausanschrift) 52056 Aachen (Postanschrift) - Allemagne)

2. Abdul-Lateef Haji-Ali

   Heriot-Watt University

   Affiliation as printed

   MATHEMATICS DEPARTMENT OF HERIOT-WATT UNIVERSITY - School of Mathematical and Computer Sciences (Mathematics Department Colin Maclaurin Building Heriot-Watt University Edinburgh EH14 4AS Scotland - Royaume-Uni)

3. Gerardo Rubino

   ERMINE: Gestion et mesures des opérations et de l'économie des réseaux

   Affiliation as printed

   ERMINE - mEasuRing and ManagIng Network operation and Economic (Campus de beaulieu 35042 Rennes cedex - France)

4. Raul F. Tempone

   King Abdullah University of Science and Technology

   Affiliation as printed

   KAUST - King Abdullah University of Science and Technology (King Abdullah University of Science and Technology P.O.Box 55455 Jeddah 21534, Saudi Arabia - Arabie saoudite)