Rare event simulation for stochastic fixed point equations related to the smoothing transformation

Jeffrey F. Collamore, Anand N. Vidyashankar, Jie Xu. Rare event simulation for stochastic fixed point equations related to the smoothing transformation. In Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013. pages 555-563, IEEE, 2013. [doi]

Abstract

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