Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms

by Chaouki Ben Issaid, Mohamed-Slim Alouini, Raul Tempone
Year: 2020

Bibliography

C. Ben Issaid, M.-S. Alouini, and R. Tempone, "Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms", to appear in IEEE Wireless Communications Letters, 2020.​​

Keywords

Importance sampling left tail positive quadratic forms Gaussian random vector bounded relative error