"Importance Sampling in Rare Event Simulation."

Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin (2009)

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DOI: 10.1002/9780470745403.CH2

access: closed

type: Part in Book or Collection

metadata version: 2021-10-14

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Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin:
Importance Sampling in Rare Event Simulation. Rare Event Simulation using Monte Carlo Methods 2009: 17-38

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