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cs.IT2014★ 1 cited
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini +1
In this letter, we present an improved hazard rate twisting technique for the estimation of the probability that a sum of independent but not necessarily identically distributed su…
cs.IT2014★ 2 cited
A Fast Simulation Method for the Sum of Subexponential Distributions
Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun +2
Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usu…