Open AccessRegenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets
Author(s) -
Peter W. Glynn,
Marvin K. Nakayama,
Bruno Tuffin
Publication year - 2021
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - estimator , computer science , statistics , mathematics