Markov chain importance sampling with applications to rare event probability estimation
- 作者Zdravko I. Botev, Pierre L’Ecuyer, Bruno Tuffin
- 卷第23卷
- 期第2期
- 文件大小657.53KB
- 发表时间2013-03
- DOI10.1007/s11222-011-9308-2
- 页码271-285
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