A Fast Simulation Method for the Log-Normal Sum Distribution Using a Hazard Rate Twisting Technique

by Nadhir Ben Rached, Fatma Benkhelifa, Mohamed-Slim Alouini, Raul Tempone
Year: 2015

Bibliography

N. Ben Rached, F. Benkhelifa, M.-S. Alouini, and R. Tempone, “A Fast Simulation Method for the Log-Normal Sum Distribution Using a Hazard Rate Twisting Technique”, IEEE International Conference on Communication (ICC'15), London, UK, Jun. 2015​

Keywords

Log-normal sum distribution Crude Monte Carlo Rare events Importance sampling Hazard rate twisting