3 citations · 3 across the 1 of their papers we have counts for
2 papers
cs.IT2019
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
Nadhir Ben Rached, Daniel MacKinlay, Zdravko Botev +2
We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algori…
stat.CO2017★ 3 cited
Accurate Computation of the Distribution of Sums of Dependent Log-Normals with Applications to the Black-Scholes Model
Zdravko Botev, Robert Salomone, Daniel MacKinlay
We present a new Monte Carlo methodology for the accurate estimation of the distribution of the sum of dependent log-normal random variables. The methodology delivers statistically…