Counterexamples in importance sampling for large deviations probabilities
type: Item
instance of: scholarly article
title: Counterexamples in importance sampling for large deviations probabilities
zbMATH Open document ID: 0892.60043
author: Paul Glasserman
author: Yashan Wang
published in: The Annals of Applied Probability
publication date: 1997-10-28T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1080211
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: rare events
zbMATH Keywords: random walks
zbMATH Keywords: large deviations
zbMATH Keywords: importance sampling
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1034801251
OpenAlex ID: W2061071876
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Wikidata QID: Q124986348
DOI: 10.1214/AOAP/1034801251
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description: scientific article; zbMATH DE number 1080211