On asymptotically efficient simulation of large deviation probabilities (Q5694157): Difference between revisions
From MaRDI portal
Latest revision as of 17:00, 10 June 2024
scientific article; zbMATH DE number 2210939
Language | Label | Description | Also known as |
---|---|---|---|
English | On asymptotically efficient simulation of large deviation probabilities |
scientific article; zbMATH DE number 2210939 |
Statements
On asymptotically efficient simulation of large deviation probabilities (English)
0 references
29 September 2005
0 references
asymptotic efficiency
0 references
importance sampling
0 references
0 references
0 references
0 references