On Monte Carlo estimation of large deviations probabilities
type: Item
instance of: scholarly article
title: On Monte Carlo estimation of large deviations probabilities
zbMATH Open document ID: 0855.60031
author: John S. Sadowsky
published in: The Annals of Applied Probability
publication date: 1997-01-27T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 940686
zbMATH Keywords: large deviations
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: computer simulations of stochastic systems
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1034968137
OpenAlex ID: W2013985701
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DOI: 10.1214/AOAP/1034968137
description: scientific article; zbMATH DE number 940686