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"Efficient Simulation of Large Deviation Events for Sums of Random Vectors ..."

Ankush Agarwal, Santanu Dey, Sandeep Juneja (2013)

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DOI: 10.1017/S0021900200009797

access: closed

type: Journal Article

metadata version: 2022-05-05

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Ankush Agarwal, Santanu Dey, Sandeep Juneja:
Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. J. Appl. Probab. 50(3): 703-720 (2013)

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