Splitting for Rare Event Simulation: Analysis of Simple Cases

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Title: Splitting for Rare Event Simulation: Analysis of Simple Cases
Author: Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Date: 1996
Series/Report No.: Winter Simulation Conference Proceedings
URI: http://www.lib.ncsu.edu/resolver/1840.4/4881


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