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Regenerative rare events simulation via likelihood ratios
Asmussen, Søren, Rubinstein, Reuven Y., Wang, Chia-LiVolume:
31
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200045356
Date:
September, 1994
File:
PDF, 1.57 MB
english, 1994