Counterexamples in importance sampling for large deviations probabilities
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Publication:1371002
DOI10.1214/aoap/1034801251zbMath0892.60043OpenAlexW2061071876WikidataQ124986348 ScholiaQ124986348MaRDI QIDQ1371002
Publication date: 28 October 1997
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1034801251
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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