Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Improved Hazard Rate Twisting Approach for the Statistic of the Sum
  of Subexponential Variates (Extended Version)   In this letter, we present an improved hazard rate twisting technique for the
estimation of the probability that a sum of independent but not necessarily
identically distributed subexponential Random Variables (RVs) exceeds a given
threshold. Instead of twisting all the components in the summation, we propose
to twist only the RVs which have the biggest impact on the right-tail of the
sum distribution and keep the other RVs unchanged. A minmax approach is
performed to determine the optimal twisting parameter which leads to an
asymptotic optimality criterion. Moreover, we show through some selected
simulation results that our proposed approach results in a variance reduction
compared to the technique where all the components are twisted.

22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
30
The categories of this paper are: q-alg
8
The categories of this paper are: hep-ex
17
The categories of this paper are: q-fin
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an