3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2020
Optimizing stakes in simultaneous bets
Robbert Fokkink, Ludolf Meester, Christos Pelekis
We want to find the convex combination of iid Bernoulli random variables that maximizes for a given threshold~. Csóka conjectured that such an is a…
math.PR2018
Exponential convergence of adaptive importance sampling estimators for Markov chain expectations
Ludolf E. Meester
In this paper it is shown that adaptive importance sampling algorithms converge at exponential rate for Markov chain expectation problems that admit a combination of a filtered est…
math.PR2008★ 3 cited
Extremal distributions for tail probabilities of sums of iid random variables on [0,1]
Ludolf E. Meester
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. rand…