Efficient estimation of density and probability of large deviations of sum of IID random variables

Santanu Dey, Sandeep Juneja. Efficient estimation of density and probability of large deviations of sum of IID random variables. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 3805-3816, WSC, 2011. [doi]

Abstract

Abstract is missing.