Counterexamples in importance sampling for large deviations probabilities (Q1371002)
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scientific article; zbMATH DE number 1080211
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| English | Counterexamples in importance sampling for large deviations probabilities |
scientific article; zbMATH DE number 1080211 |
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Counterexamples in importance sampling for large deviations probabilities (English)
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28 October 1997
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Monte Carlo methods
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rare events
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random walks
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large deviations
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importance sampling
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simulation
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0.9128563
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0.8958079
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0.89460033
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0.88939553
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0.8846658
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0.8827481
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