Relative Error and asymptotic optimality in estimating rare event probabilities by importance sampling
Sandmann, Werner (2004): Relative Error and asymptotic optimality in estimating rare event probabilities by importance sampling, in: Proceedings of the 2004 OR Society Simulation Workshop in cooperation with the ACM SIGSIM : UK Operational Research Society Simulation Workshop (SW2004), 23-24th March 2004, Hornton Grange,  Birmingham, UK, S. 49–57.
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Title of the compilation:
Proceedings of the 2004 OR Society Simulation Workshop in cooperation with the ACM SIGSIM : UK Operational Research Society Simulation Workshop (SW2004), 23-24th March 2004, Hornton Grange, Birmingham, UK
Conference:
2004 OR Society Simulation Workshop in cooperation with the ACM SIGSIM : UK Operational Research Society Simulation Workshop (SW2004), 23-24th March 2004, ; Hornton Grange, Birmingham, UK
Year of publication:
2004
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English
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Conferenceobject
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Activation date:
September 24, 2014

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