zbMath0768.65095MaRDI QIDQ4695497
Pierre L. Douillet, Monique Becker
Publication date: 29 June 1993
zbMATH Keywords
simulationimportance samplingvariancesMarkov matricesself-regulating algorithmvery rare events
Mathematics Subject Classification ID
Sampling theory, sample surveys (62D05) Probabilistic methods, stochastic differential equations (65C99)
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