@inproceedings{424de0bbf42f4c9b9aedf0239c4e356d,
title = "Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System",
abstract = "For a regenerative process, we propose various estimators of the density function of the cumulative reward up to hitting a rarely visited set of states. The approaches exploit existing weak-convergence results for the hitting-time distribution, and we apply simulation (often with previously developed importance samplers for estimating the mean) to estimate parameters of the limiting distribution. We also combine these ideas with kernel methods. Numerical results from simulation experiments show the effectiveness of the estimators.",
author = "Nakayama, {Marvin K.} and Bruno Tuffin",
note = "Publisher Copyright: {\textcopyright} 2022 IEEE.; 2022 Winter Simulation Conference, WSC 2022 ; Conference date: 11-12-2022 Through 14-12-2022",
year = "2022",
doi = "10.1109/WSC57314.2022.10015238",
language = "English (US)",
series = "Proceedings - Winter Simulation Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "121--132",
editor = "B. Feng and G. Pedrielli and Y. Peng and S. Shashaani and E. Song and C.G. Corlu and L.H. Lee and E.P. Chew and T. Roeder and P. Lendermann",
booktitle = "Proceedings of the 2022 Winter Simulation Conference, WSC 2022",
address = "United States",
}