Small variance estimators for rare event probabilities (Q4635210)
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scientific article; zbMATH DE number 6860005
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| default for all languages | No label defined |
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| English | Small variance estimators for rare event probabilities |
scientific article; zbMATH DE number 6860005 |
Statements
Small Variance Estimators for Rare Event Probabilities (English)
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16 April 2018
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importance sampling
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large deviation
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moderate deviation
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rare event
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0.9107597470283508
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0.8690249919891357
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0.8472131490707397
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0.8213426470756531
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