The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails: In Honor of Vladimir Kalashnikov (Guest Editors: Evsey Morozov and Richard Serfozo)

Author： Kroese D.P.   Rubinstein R.Y.  

Publisher： Springer Publishing Company

ISSN： 0257-0130

Source： Queueing Systems, Vol.46, Iss.3-4, 2004-03, pp. : 317-351

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