Long runs under a conditional limit distribution

DOI10.1214/13-AAP975zbMath1350.60006arXiv1202.0731OpenAlexW3101011528MaRDI QIDQ473155

Michel Broniatowski, Virgile Caron

Publication date: 21 November 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0731

zbMATH Keywords

simulationimportance samplinglarge deviationmoderate deviationconditioned random walkGibbs principleRao-Blackwell-Kolmogorov theorem

Mathematics Subject Classification ID

Large deviations (60F10) Convergence of probability measures (60B10)

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A Gibbs Conditional Theorem under Extreme Deviation ⋮ Some Recent Results in Rare Event Estimation

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