On asymptotically efficient simulation of large deviation probabilities (Q5694157)
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scientific article; zbMATH DE number 2210939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotically efficient simulation of large deviation probabilities |
scientific article; zbMATH DE number 2210939 |
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On asymptotically efficient simulation of large deviation probabilities (English)
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29 September 2005
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asymptotic efficiency
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importance sampling
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