The transform likelihood ratio method for rare event simulation with heavy tails
From MaRDI portal
Publication:596384
DOI10.1023/B:QUES.0000027989.97672.bezbMath1061.90032MaRDI QIDQ596384
Dirk P. Kroese, Reuven Y. Rubinstein
Publication date: 10 August 2004
Published in: Queueing Systems (Search for Journal in Brave)
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