Counterexamples in importance sampling for large deviations probabilities (Q1371002)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Counterexamples in importance sampling for large deviations probabilities
scientific article

    Statements

    Counterexamples in importance sampling for large deviations probabilities (English)
    0 references
    0 references
    0 references
    28 October 1997
    0 references
    Monte Carlo methods
    0 references
    rare events
    0 references
    random walks
    0 references
    large deviations
    0 references
    importance sampling
    0 references
    simulation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references