"Sampling Conditionally on a Rare Event via Generalized Splitting."

Zdravko I. Botev, Pierre L'Ecuyer (2020)

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DOI: 10.1287/IJOC.2019.0936

access: closed

type: Journal Article

metadata version: 2020-12-01

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Zdravko I. Botev, Pierre L'Ecuyer:
Sampling Conditionally on a Rare Event via Generalized Splitting. INFORMS J. Comput. 32(4): 986-995 (2020)

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