Importance Sampling and Rare Event Simulation - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2009
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hal-00792997 , version 1 (21-02-2013)

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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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