The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails

✍ Scribed by D.P. Kroese; R.Y. Rubinstein

• Book ID: 111605605
• Publisher: Springer US
• Year: 2004
• Tongue: English
• Weight: 266 KB
• Volume: 46
• Category: Article
• ISSN: 0257-0130
• DOI: 10.1023/b:ques.0000027989.97672.be