On the Estimation of Rare Event Probabilities Involving IID Sums (Extended Abstract)

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Boer de, Pieter-Tjerk and Nicola, Victor F. and Srinivasan, Rajan (1999) On the Estimation of Rare Event Probabilities Involving IID Sums (Extended Abstract). In: Second International Workshop on Rare Event Simulation, RESIM '99, 11-12 March 1999, Enschede, The Netherlands.

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Electrical Engineering, Mathematics and Computer Science (EEMCS)
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