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Error Rates and Improved Algorithms for Rare Event Simulation with Heavy Weibull Tails

✍ Scribed by Asmussen, Søren; Kortschak, Dominik

Book ID: 121625783
Publisher: Springer US
Year: 2013
Tongue: English
Weight: 397 KB
Volume: 17
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-013-9371-6

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