The transform likelihood ratio method for rare event simulation with heavy tails

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Publication:596384

DOI10.1023/B:QUES.0000027989.97672.BEzbMATH Open1061.90032MaRDI QIDQ596384FDOQ596384

Dirk P. Kroese, Reuven Y. Rubinstein

Publication date: 10 August 2004

Published in: Queueing Systems (Search for Journal in Brave)







Cited In (46)






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