{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:SY2FC46A5E5F5NGF4JAMPYTPYI","short_pith_number":"pith:SY2FC46A","canonical_record":{"source":{"id":"1306.6588","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-27T18:04:10Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"142d9013ececba50a6cb88b7c7342cfb5d49733d95795fb5c4dfbe8a1377b08a","abstract_canon_sha256":"fe15ba6329546bc7683da482a96ea1b47eda76561d5b4eade06ca60c2cebb6f7"},"schema_version":"1.0"},"canonical_sha256":"96345173c0e93a5eb4c5e240c7e26fc22857318cf436af68b04e12851838f687","source":{"kind":"arxiv","id":"1306.6588","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1306.6588","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"arxiv_version","alias_value":"1306.6588v1","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1306.6588","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"pith_short_12","alias_value":"SY2FC46A5E5F","created_at":"2026-05-18T12:27:59Z"},{"alias_kind":"pith_short_16","alias_value":"SY2FC46A5E5F5NGF","created_at":"2026-05-18T12:27:59Z"},{"alias_kind":"pith_short_8","alias_value":"SY2FC46A","created_at":"2026-05-18T12:27:59Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:SY2FC46A5E5F5NGF4JAMPYTPYI","target":"record","payload":{"canonical_record":{"source":{"id":"1306.6588","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-27T18:04:10Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"142d9013ececba50a6cb88b7c7342cfb5d49733d95795fb5c4dfbe8a1377b08a","abstract_canon_sha256":"fe15ba6329546bc7683da482a96ea1b47eda76561d5b4eade06ca60c2cebb6f7"},"schema_version":"1.0"},"canonical_sha256":"96345173c0e93a5eb4c5e240c7e26fc22857318cf436af68b04e12851838f687","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:19:44.368163Z","signature_b64":"qrZvk9rBaGBx1eBXVyHAngdiTz+ome2n19vbgKT/SpJtqEFs/P+DvTiWckz0g7MCZ/W1+WLna87VRobiQhMwBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"96345173c0e93a5eb4c5e240c7e26fc22857318cf436af68b04e12851838f687","last_reissued_at":"2026-05-18T03:19:44.367618Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:19:44.367618Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1306.6588","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:19:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"UfxyrRMxSLwMvrxy+y2h9t4ItPyRG8nI9wzuxtndc/DC3dWm6OQ8CxGUIKkHNTlg9mhlK3OiiLK34ECR526VDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T09:57:54.981549Z"},"content_sha256":"ce2c01f7e31a89e70d4443558c8413963b9977250edcaca28cf77123ed2e3baa","schema_version":"1.0","event_id":"sha256:ce2c01f7e31a89e70d4443558c8413963b9977250edcaca28cf77123ed2e3baa"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:SY2FC46A5E5F5NGF4JAMPYTPYI","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Moderate deviations for importance sampling estimators of risk measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"math.PR","authors_text":"Pierre Nyquist","submitted_at":"2013-06-27T18:04:10Z","abstract_excerpt":"Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a way to speed up computations. This paper considers moderate deviations for the weighted empirical process, the process analogue of the weighted empirical measure, arising in importance sampling. The moderate deviation principle is established as an extension of existing results. Using a delta method for large deviations established by Gao and Zhao (Ann. Statis"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1306.6588","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:19:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"MnGF6lgxWvxwTPq/K1xul8KHENa8j+BAsLJFxAoyC5NtHdykuu+tIslY60g/83FPDNJT6BkZlYJzmjnEXh1JAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T09:57:54.981990Z"},"content_sha256":"1e7349f2743af6005300d788448a8aaa2fbf2f07fcbc87400d87fb60030b56d1","schema_version":"1.0","event_id":"sha256:1e7349f2743af6005300d788448a8aaa2fbf2f07fcbc87400d87fb60030b56d1"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/bundle.json","state_url":"https://pith.science/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-26T09:57:54Z","links":{"resolver":"https://pith.science/pith/SY2FC46A5E5F5NGF4JAMPYTPYI","bundle":"https://pith.science/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/bundle.json","state":"https://pith.science/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/state.json","well_known_bundle":"https://pith.science/.well-known/pith/SY2FC46A5E5F5NGF4JAMPYTPYI/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:SY2FC46A5E5F5NGF4JAMPYTPYI","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"fe15ba6329546bc7683da482a96ea1b47eda76561d5b4eade06ca60c2cebb6f7","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-27T18:04:10Z","title_canon_sha256":"142d9013ececba50a6cb88b7c7342cfb5d49733d95795fb5c4dfbe8a1377b08a"},"schema_version":"1.0","source":{"id":"1306.6588","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1306.6588","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"arxiv_version","alias_value":"1306.6588v1","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1306.6588","created_at":"2026-05-18T03:19:44Z"},{"alias_kind":"pith_short_12","alias_value":"SY2FC46A5E5F","created_at":"2026-05-18T12:27:59Z"},{"alias_kind":"pith_short_16","alias_value":"SY2FC46A5E5F5NGF","created_at":"2026-05-18T12:27:59Z"},{"alias_kind":"pith_short_8","alias_value":"SY2FC46A","created_at":"2026-05-18T12:27:59Z"}],"graph_snapshots":[{"event_id":"sha256:1e7349f2743af6005300d788448a8aaa2fbf2f07fcbc87400d87fb60030b56d1","target":"graph","created_at":"2026-05-18T03:19:44Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a way to speed up computations. This paper considers moderate deviations for the weighted empirical process, the process analogue of the weighted empirical measure, arising in importance sampling. The moderate deviation principle is established as an extension of existing results. Using a delta method for large deviations established by Gao and Zhao (Ann. Statis","authors_text":"Pierre Nyquist","cross_cats":["q-fin.RM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-27T18:04:10Z","title":"Moderate deviations for importance sampling estimators of risk measures"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1306.6588","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ce2c01f7e31a89e70d4443558c8413963b9977250edcaca28cf77123ed2e3baa","target":"record","created_at":"2026-05-18T03:19:44Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"fe15ba6329546bc7683da482a96ea1b47eda76561d5b4eade06ca60c2cebb6f7","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-27T18:04:10Z","title_canon_sha256":"142d9013ececba50a6cb88b7c7342cfb5d49733d95795fb5c4dfbe8a1377b08a"},"schema_version":"1.0","source":{"id":"1306.6588","kind":"arxiv","version":1}},"canonical_sha256":"96345173c0e93a5eb4c5e240c7e26fc22857318cf436af68b04e12851838f687","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"96345173c0e93a5eb4c5e240c7e26fc22857318cf436af68b04e12851838f687","first_computed_at":"2026-05-18T03:19:44.367618Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:19:44.367618Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"qrZvk9rBaGBx1eBXVyHAngdiTz+ome2n19vbgKT/SpJtqEFs/P+DvTiWckz0g7MCZ/W1+WLna87VRobiQhMwBA==","signature_status":"signed_v1","signed_at":"2026-05-18T03:19:44.368163Z","signed_message":"canonical_sha256_bytes"},"source_id":"1306.6588","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ce2c01f7e31a89e70d4443558c8413963b9977250edcaca28cf77123ed2e3baa","sha256:1e7349f2743af6005300d788448a8aaa2fbf2f07fcbc87400d87fb60030b56d1"],"state_sha256":"086eb1c2fecb57656d64de3a8cb8394ebbb15a73c924febb8a0af7abbd358a55"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"lrxGIz0KPore4lCtVUUsoqAUAnXhxlL8EH3YG2RlTC3gu8mOHcRTk7wuyMhT7LVjcqJUCtwZOntN6YYCi/cYDg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-26T09:57:54.985029Z","bundle_sha256":"3fdf0d446bfa9828e396d5c3a47e94a83f9dbfa231243fd83b71fc419c7546b2"}}