Importance sampling simulations of Markovian reliability systems using cross-entropy (Q2485929)

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Importance sampling simulations of Markovian reliability systems using cross-entropy
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    Importance sampling simulations of Markovian reliability systems using cross-entropy (English)
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    5 August 2005
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    reliability
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    Markov chains
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    rare event simulation
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    importance sampling
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    cross entropy
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