No label defined (Q4549487)
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scientific article; zbMATH DE number 1790422
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| English | No label defined |
scientific article; zbMATH DE number 1790422 |
Statements
25 November 2002
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importance sampling
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large deviations calculations
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exponential change of measure
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reflecting barriers
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heavy-tailed distributions
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0.8898286819458008
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0.8322932124137878
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0.8269467353820801
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0.8253528475761414
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0.8203102350234985
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