On asymptotically efficient simulation of large deviation probabilities
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Publication:5694157
DOI10.1239/aap/1118858638zbMath1073.60025MaRDI QIDQ5694157
A. B. Dieker, M. R. H. Mandjes
Publication date: 29 September 2005
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1118858638
65C05: Monte Carlo methods
60F10: Large deviations
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60K05: Renewal theory
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