Subject
Management Science and Operations Research,Computer Science Applications,Economics and Econometrics,Information Systems
Reference127 articles.
1. Analysis of an importance sampling estimator for tandem queues;Glasserman;ACM TOMACS,1995
2. Counter examples in importance sampling for large deviations probabilities;Glasserman;Annals of Applied Probability,1997
3. On the inefficiency of state-independent importance sampling in the presence of heavy-tails;Bassamboo;Operations Research Letters,2006
4. Rare events simulation for heavy-tailed distributions;Asmussen;Bernoulli,2000
5. Importance sampling, large deviations, and differential games;Dupuis;Stochastic and Stochastic Reports,2004
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献