Array-RQMC to Speed up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System

Keyphrases

• Randomized quasi-Monte Carlo 100%
• Rare Set 100%
• Regenerative System 100%
• Hitting Time Distribution 100%
• Hitting Time 50%
• Distribution Estimation 50%
• Exponential Random Variables 50%
• Monte Carlo Method 25%
• Geometric Parameters 25%
• Rare Event Simulation 25%
• Timing Properties 25%
• Simulation Estimator 25%
• Event Distribution 25%
• Markov Process 25%
• Identically Distributed Random Variables 25%
• Geometric Sum 25%
• Simulation-based Estimation 25%

Mathematics

• Monte Carlo 100%
• Time Distribution 100%
• Hitting Time 100%
• Rare Event 66%
• Stochastics 33%
• Variance 33%
• Random Variable 33%
• Markov Process 33%
• Exponential Random Variable 33%
• Monte Carlo Technique 33%