On asymptotically efficient simulation of large deviation probabilities (Q5694157): Difference between revisions

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Latest revision as of 17:00, 10 June 2024

scientific article; zbMATH DE number 2210939
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English
On asymptotically efficient simulation of large deviation probabilities
scientific article; zbMATH DE number 2210939

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    On asymptotically efficient simulation of large deviation probabilities (English)
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    29 September 2005
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    asymptotic efficiency
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    importance sampling
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