Jose H. Blanchet, Jingchen Liu. Efficient simulation for large deviation probabilities of sums of heavy-tailed increments. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 757-764, WSC, 2006. [doi]
@inproceedings{BlanchetL06,
title = {Efficient simulation for large deviation probabilities of sums of heavy-tailed increments},
author = {Jose H. Blanchet and Jingchen Liu},
year = {2006},
doi = {10.1145/1218112.1218253},
url = {http://doi.acm.org/10.1145/1218112.1218253},
tags = {incremental},
researchr = {https://researchr.org/publication/BlanchetL06},
cites = {0},
citedby = {0},
pages = {757-764},
booktitle = {Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006},
editor = {L. Felipe Perrone and Barry Lawson and Jason Liu and Frederick P. Wieland},
publisher = {WSC},
isbn = {1-4244-0501-7},
}