Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set

Keyphrases

• Simulation Estimator 100%
• Regenerative Simulation 100%
• Hitting Time 100%
• Rare Set 66%
• Numerical Results 33%
• Risk Measures 33%
• Weak Convergence 33%
• Regenerative Process 33%
• Bootstrap Method 33%
• Conditional Tail Expectation 33%
• Biased Estimator 33%
• Distribution Estimation 33%

Mathematics

• Hitting Time 100%
• Quantile 33%
• Risk Measure 33%
• Weak Convergence 33%
• Conditionals 33%
• Bootstrap Approach 33%
• Regenerative Process 33%
• Biased Estimator 33%