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Multivariate Normal Approximation for the Stochastic Simulation Algorithm: Limit Theorem and Applications

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https://hal.inria.fr/hal-01196533
Contributor : Anne Siegel Connect in order to contact the contributor
Submitted on : Thursday, September 10, 2015 - 9:13:53 AM
Last modification on : Tuesday, October 19, 2021 - 11:58:56 PM

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Vincent Picard, Anne Siegel, Jérémie Bourdon. Multivariate Normal Approximation for the Stochastic Simulation Algorithm: Limit Theorem and Applications. Electronic Notes in Theoretical Computer Science, Elsevier, 2015, 316C, pp.67-82. ⟨10.1016/j.entcs.2015.06.011⟩. ⟨hal-01196533⟩

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