Rare event simulation in stochastic models
- 24 August 2005
- conference paper
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 178-185
- https://doi.org/10.1109/wsc.1995.478721
Abstract
We review fast simulation techniques used for estimating probabilities of rare events and related quantities in different types of stochastic models.Keywords
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