B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, A first course in order statistics, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, 1992.
DOI : 10.1137/1.9780898719062

A. J. Bayes, Statistical techniques for simulation models, Australian Comput. J, vol.2, pp.180-184, 1970.

A. N. Borodin and P. Salminen, Handbook of Brownian Motion ? Facts end Formulae, 1996.

P. and D. Moral, Feynman-Kac formulae, Genealogical and interacting particle systems with applications. Probability and its Applications, 2004.

P. , D. Moral, and J. Garnier, Genealogical particle analysis of rare events. submitted to the Annals of Applied Probability, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00113982

M. J. Garvels, The splitting method in rare event simu- lation. Thesis, 2000.

M. J. Garvels, D. P. Kroese, and J. C. Van-ommeren, On the importance function in splitting simulation, European Transactions on Telecommunications, vol.13, issue.1, pp.363-371, 2002.
DOI : 10.1002/ett.4460130408

P. Glasserman, P. Heidelberger, P. Shahabuddin, and T. Zajic, A large deviations perspective on the efficiency of multilevel splitting, IEEE Transactions on Automatic Control, vol.43, issue.12, pp.431666-1679, 1998.
DOI : 10.1109/9.736061

P. Glasserman, P. Heidelberger, P. Shahabuddin, and T. Zajic, A Look At Multilevel Splitting, Lecture Notes in Statist, vol.127, pp.98-108, 1996.
DOI : 10.1007/978-1-4612-1690-2_5

P. Glasserman, P. Heidelberger, P. Shahabuddin, and T. Zajic, Multilevel Splitting for Estimating Rare Event Probabilities, Operations Research, vol.47, issue.4, pp.585-600, 1999.
DOI : 10.1287/opre.47.4.585
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.141.3637

J. M. Hammersley and D. C. Handscomb, Monte Carlo methods, 1965.

H. Kahn and T. E. Harris, Estimation of particle transmission by random sampling, National Bureau of Standards Appl. Math. Series, vol.12, pp.27-30, 1951.

A. Lagnoux, Rare event simulation. PEIS, to appear, 2005.
URL : https://hal.archives-ouvertes.fr/hal-00644139

P. Massart, The Tight Constant in the Dvoretzky-Kiefer-Wolfowitz Inequality, The Annals of Probability, vol.18, issue.3, pp.1269-1283, 1990.
DOI : 10.1214/aop/1176990746

G. R. Shorack and J. A. Wellner, Empirical processes with applications to statistics, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, 1986.
DOI : 10.1137/1.9780898719017

A. W. Van and . Vaart, Asymptotic statistics. Cambridge Series in Statistical and Probabilistic Mathematics, 1998.

M. Villén-altamirano and J. Villén-altamirano, RESTART: a straightforward method for fast simulation of rare events, Proceedings of Winter Simulation Conference, pp.282-289, 1994.
DOI : 10.1109/WSC.1994.717150