Importance Sampling and Rare Event Simulation

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Submitted on : Thursday, February 21, 2013 - 2:19:53 PM
Last modification on : Wednesday, April 17, 2019 - 12:15:34 PM

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  • HAL Id : hal-00792997, version 1

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Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin. Importance Sampling and Rare Event Simulation. Rubino, Gerardo and Tuffin, Bruno. Rare Event Simulation using Monte Carlo Methods, John Wiley & Sons, pp.17-38, 2009. ⟨hal-00792997⟩

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