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"The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy ..."

Dirk P. Kroese, Reuven Y. Rubinstein (2004)

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DOI: 10.1023/B:QUES.0000027989.97672.BE

access: closed

type: Journal Article

metadata version: 2020-05-18

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  - https://dblp.org/rec/journals/questa/KroeseR04
Dirk P. Kroese, Reuven Y. Rubinstein:
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. Queueing Syst. Theory Appl. 46(3-4): 317-351 (2004)

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