Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722): Difference between revisions

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Latest revision as of 11:13, 30 July 2024

scientific article
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Bounded Relative Error Importance Sampling and Rare Event Simulation
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    Bounded Relative Error Importance Sampling and Rare Event Simulation (English)
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    21 June 2010
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    tail events
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    importance sampling distributions
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    rare event simulation
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    Tukey's g\&h distribution
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