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Approximate Zero-Variance Simulation in Rare Event Settings

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https://hal.inria.fr/hal-00789623
Contributor : Anne Jaigu Connect in order to contact the contributor
Submitted on : Monday, February 18, 2013 - 3:21:40 PM
Last modification on : Thursday, January 20, 2022 - 4:20:15 PM

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  • HAL Id : hal-00789623, version 1

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Zdravko I. Botev, Pierre L'Écuyer, Bruno Tuffin. Approximate Zero-Variance Simulation in Rare Event Settings. IMACS MCM 2011 Conference, 2011, Borovets, Bulgaria. ⟨hal-00789623⟩

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