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

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​
Nadhir Ben Rached, Fatma Benkhelifa, Mohamed-Slim Alouini, and Raul Tempone
Log-normal sum distribution, Crude Monte Carlo, Rare events, Importance Sampling, Hazard rate twisting
2015