Strongly efficient estimators for light-tailed sums.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/valuetools/BlanchetG06
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Strongly efficient estimators for light-tailed sums.
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Dramer's theorem, Lyapunov functions, Markov chains, importance sampling, large deviations, rare-event simulation
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Strongly efficient estimators for light-tailed sums.
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