Asymptotic robustness of estimators in rare-event simulation

doi:10.1145/1667072.1667078

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Asymptotic robustness of estimators in rare-event simulation

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Authors:	Pierre L'ecuyer	Université de Montreal, Montréal, Canada
	Jose H. Blanchet	Harvard University, Cambridge, MA
	Bruno Tuffin	IRISA--INRIA, Rennes Cedex, France
	Peter W. Glynn	Stanford University, Stanford, CA

	2010 Article Research Refereed
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	ACM Transactions on Modeling and Computer Simulation (TOMACS) TOMACS Homepage archive
	Volume 20 Issue 1, January 2010 ACM New York, NY, USA table of contents doi>10.1145/1667072.1667078

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Tags: algorithms bounded relative error importance sampling logarithmic efficiency performance probabilistic algorithms rare-event simulation robustness simulation theory zero-variance approximation

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