"Underestimation of Rare Event Probabilities in Importance Sampling ..."

Peter J. Smith (2001)

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DOI: 10.1177/003754970107600301

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type: Journal Article

metadata version: 2020-09-07

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Peter J. Smith:
Underestimation of Rare Event Probabilities in Importance Sampling Simulations. Simul. 76(3): 140-150 (2001)

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