"On error rates in rare event simulation with heavy tails."

Søren Asmussen, Dominik Kortschak (2012)

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DOI: 10.1109/WSC.2012.6465288

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Søren Asmussen, Dominik Kortschak:
On error rates in rare event simulation with heavy tails. WSC 2012: 38:1-38:11

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