Publication:2801430
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zbMath1333.91059MaRDI QIDQ2801430
Dominik Kortschak, Jürgen Hartinger
Publication date: 7 April 2016
Full work available at URL: https://www.e-periodica.ch/cntmng?pid=msa-003:2010:0::125
heavy-tailed distributions; relative error; effective dimension; rare event; randomized quasi-Monte Carlo
91G60: Numerical methods (including Monte Carlo methods)