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Array-RQMC to Speed Up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System

Marvin K Nakayama , Bruno Tuffin
Zdravko Botev, Alexander Keller, Cjristiance Lemieux, Bruno Tuffin. Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, Springer International Publishing AG, pp.1-20, In press
Book sections hal-03709334v1
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Efficiency of Estimating Functions of Means In Rare-Event Contexts

Marvin K Nakayama , Bruno Tuffin
2023
Preprints, Working Papers, ... hal-04096711v1