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stat.ME2019
Sampling Conditionally on a Rare Event via Generalized Splitting
Zdravko I. Botev, Pierre L'Ecuyer
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in…
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…