Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic. A large deviations perspective on the efficiency of multilevel splitting. IEEE Trans. Automat. Contr., 43(12):1666-1679, 1998. [doi]
@article{GlassermanHSZ98,
title = {A large deviations perspective on the efficiency of multilevel splitting},
author = {Paul Glasserman and Philip Heidelberger and Perwez Shahabuddin and Tim Zajic},
year = {1998},
doi = {10.1109/9.736061},
url = {https://doi.org/10.1109/9.736061},
researchr = {https://researchr.org/publication/GlassermanHSZ98},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {43},
number = {12},
pages = {1666-1679},
}