A large deviations perspective on the efficiency of multilevel splitting
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Publication:4506602
DOI10.1109/9.736061zbMath0957.68005OpenAlexW2171952443MaRDI QIDQ4506602
Paul Glasserman, Perwez Shahabuddin, Philip Heidelberger, Tim Zajic
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.736061
Monte Carlo methods (65C05) Communication networks in operations research (90B18) Network design and communication in computer systems (68M10)
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