Multilevel Splitting for Estimating Rare Event Probabilities

Autor:	Glasserman, Paul, Heidelberger, Philip, Shahabuddin, Perwez, Zajic, Tim
Zdroj:	Operations Research, 1999 Jul 01. 47(4), 585-600.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/223163 Zobrazit plný text záznamu