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"A large deviations perspective on the efficiency of multilevel splitting."

Paul Glasserman et al. (1998)

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DOI: 10.1109/9.736061

access: closed

type: Journal Article

metadata version: 2021-05-03

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  - journals/tac/GlassermanHSZ98
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  - https://dblp.org/rec/journals/tac/GlassermanHSZ98
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic:
A large deviations perspective on the efficiency of multilevel splitting. IEEE Trans. Autom. Control. 43(12): 1666-1679 (1998)

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