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SUMMARY:Rare Event Simulation for Processes with Light Tailed Increments -
  Dr Thomas A Dean\, Signal Processing and Communications Laboratory\, CUED
DTSTART:20091007T131500Z
DTEND:20091007T141500Z
UID:TALK20479@talks.cam.ac.uk
CONTACT:Rachel Fogg
DESCRIPTION:There is currently much interest in developing Monte Carlo met
 hods for computing small probabilities. I will give a brief outline of som
 e recent developments in the case when the probabilities of interest obey 
 a large deviations rule.\n
LOCATION:LR4\, Engineering\, Department of
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