On Monte Carlo estimation of large deviations probabilities

Annals of Applied Probability

Volumn 6, Issue 2, 1996, Pages 399-422

  Sadowsky, John S ^a  

^a Arizona State University   (United States)

Author keywords

Computer simulations of stochastic systems; Large deviations; Monte Carlo methods

Indexed keywords

EID: 0030496409     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1034968137     Document Type: Article

References (17)

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