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WSC
2008
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Modeling And Simulation
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WSC 2008
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A preliminary study of optimal splitting for rare-event simulation
14 years 1 months ago
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www.informs-sim.org
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
John F. Shortle, Chun-Hung Chen
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