On asymptotically efficient simulation of large deviation probabilities (Q5694157)
From MaRDI portal
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
